-78.3%
SNAP vs INSM
+677.3%
-755.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -2.6% |
| 7D | -5.0% | +1.7% | -6.7% | -5.2% |
| 30D | -0.7% | -4.4% | +3.7% | -0.3% |
| 3M | -5.0% | +30.0% | -35.1% | -9.1% |
| 6M | +3.5% | -10.0% | +13.5% | +3.2% |
| YTD | -34.2% | -26.0% | -8.2% | -32.8% |
| 1Y | -27.1% | -12.5% | -14.6% | -27.6% |
| 3Y | -43.5% | +390.5% | -433.9% | -58.6% |
| 5Y | -92.9% | +357.7% | -450.6% | -94.8% |
| All | -78.3% | +677.3% | -755.6% | -86.1% |
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 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