-27.1%
SNAP vs INSM
-12.3%
-14.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -2.3% |
| 7D | -5.0% | +1.7% | -6.7% | -5.1% |
| 30D | -0.7% | -4.4% | +3.7% | -0.6% |
| 3M | -5.0% | +30.0% | -35.1% | -6.3% |
| 6M | +3.5% | -10.0% | +13.5% | +6.3% |
| YTD | -34.2% | -26.0% | -8.2% | -32.7% |
| 1Y | -27.1% | -12.5% | -14.6% | -28.4% |
| All | -27.1% | -12.3% | -14.8% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling