-79.6%
SNAP vs INSM
+621.1%
-700.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.4% |
| 7D | -10.6% | +14.4% | -25.0% | -12.1% |
| 30D | -19.7% | +18.8% | -38.5% | -21.7% |
| 3M | -6.5% | -11.3% | +4.8% | -5.6% |
| 6M | -17.8% | +17.9% | -35.7% | -20.9% |
| YTD | -38.0% | -31.3% | -6.7% | -36.4% |
| 1Y | -42.5% | -37.7% | -4.7% | -40.4% |
| 3Y | -55.8% | +403.1% | -458.9% | -68.0% |
| 5Y | -90.5% | +279.3% | -369.9% | -93.0% |
| All | -79.6% | +621.1% | -700.7% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling