-39.0%
SNAP vs INSM
-36.4%
-2.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +6.8% |
| 7D | -9.8% | +9.8% | -19.6% | -9.9% |
| 30D | -18.2% | +22.5% | -40.7% | -18.3% |
| 3M | -3.1% | -8.9% | +5.8% | -2.4% |
| 6M | -7.1% | +16.2% | -23.4% | -7.5% |
| YTD | -33.8% | -30.6% | -3.2% | -32.1% |
| 1Y | -39.0% | -37.7% | -1.4% | -38.2% |
| All | -39.0% | -36.4% | -2.6% | -38.2% |
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 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