+7.5%
SMR vs INSM
+441.4%
-433.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -4.0% |
| 7D | +13.1% | +1.7% | +11.4% | +12.6% |
| 30D | +17.8% | -4.4% | +22.2% | +18.7% |
| 3M | +8.1% | +30.0% | -21.9% | +0.3% |
| 6M | -11.1% | -10.0% | -1.1% | -11.1% |
| YTD | -23.7% | -26.0% | +2.3% | -20.3% |
| 1Y | -69.4% | -12.5% | -56.9% | -69.4% |
| 3Y | +82.6% | +390.5% | -307.9% | +20.3% |
| All | +7.5% | +441.4% | -433.9% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling