-14.4%
SMR vs INSM
+444.0%
-458.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.7% | -17.3% | -16.0% |
| 7D | -11.2% | +2.5% | -13.7% | -11.8% |
| 30D | -10.2% | -2.2% | -8.0% | -10.0% |
| 3M | -10.0% | +33.8% | -43.8% | -17.2% |
| 6M | -30.5% | -7.2% | -23.3% | -30.9% |
| YTD | -39.2% | -25.6% | -13.6% | -36.6% |
| 1Y | -75.5% | -11.2% | -64.3% | -75.6% |
| 3Y | +45.4% | +388.3% | -342.9% | -4.2% |
| All | -14.4% | +444.0% | -458.4% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded INSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling