+2,684.0%
SNDK vs INSM
-11.6%
+2,695.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.3% | +12.2% | +11.9% |
| 7D | +17.2% | +6.5% | +10.6% | +16.2% |
| 30D | +28.8% | +27.5% | +1.3% | +23.1% |
| 3M | -1.1% | +20.4% | -21.5% | -3.4% |
| 6M | +190.5% | -15.7% | +206.2% | +211.8% |
| YTD | +633.0% | -27.4% | +660.4% | +721.9% |
| 1Y | +2,684.0% | -11.4% | +2,695.4% | +2,425.2% |
| All | +2,684.0% | -11.6% | +2,695.6% | +2,425.2% |
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