-78.5%
SNAP vs INSM
+631.2%
-709.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.9% | +0.4% |
| 7D | +6.0% | +5.9% | +0.1% | +5.3% |
| 30D | -13.8% | +23.9% | -37.7% | -16.3% |
| 3M | -0.8% | -4.1% | +3.3% | -0.7% |
| 6M | -6.2% | +2.7% | -8.9% | -8.0% |
| YTD | -34.8% | -30.4% | -4.4% | -33.2% |
| 1Y | -38.7% | -36.6% | -2.1% | -36.6% |
| 3Y | -53.5% | +406.9% | -460.4% | -66.3% |
| 5Y | -90.2% | +280.3% | -370.5% | -92.7% |
| All | -78.5% | +631.2% | -709.7% | -86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling