-77.7%
SNAP vs INSM
+662.2%
-739.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | +0.7% | +6.5% | -5.8% | -0.1% |
| 30D | +2.6% | +27.5% | -24.9% | -1.4% |
| 3M | -9.9% | +20.4% | -30.3% | -12.9% |
| 6M | +1.9% | -15.7% | +17.6% | +2.4% |
| YTD | -32.2% | -27.4% | -4.8% | -30.6% |
| 1Y | -22.8% | -11.4% | -11.5% | -23.6% |
| 3Y | -47.6% | +457.8% | -505.4% | -62.6% |
| 5Y | -92.7% | +343.0% | -435.7% | -94.7% |
| All | -77.7% | +662.2% | -739.8% | -85.7% |
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