-92.7%
SNAP vs INSM
+342.6%
-435.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +1.5% | +2.8% | -1.3% | +1.1% |
| 30D | +1.9% | -4.7% | +6.6% | +2.5% |
| 3M | -3.9% | +32.6% | -36.5% | -9.0% |
| 6M | +5.2% | -10.9% | +16.1% | +5.2% |
| YTD | -32.7% | -28.2% | -4.5% | -30.5% |
| 1Y | -24.8% | -14.9% | -9.9% | -25.1% |
| 3Y | -42.2% | +375.6% | -417.8% | -59.1% |
| 5Y | -92.7% | +349.1% | -441.8% | -95.3% |
| All | -92.7% | +342.6% | -435.2% | -95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling