+93.3%
SNOW vs INSM
+392.8%
-299.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | -2.4% | +2.5% | -4.9% | -2.4% |
| 30D | -1.0% | -2.2% | +1.2% | -1.0% |
| 3M | +36.9% | +33.8% | +3.1% | +36.6% |
| 6M | +83.4% | -7.2% | +90.5% | +83.3% |
| YTD | +50.0% | -25.6% | +75.6% | +50.4% |
| 1Y | +46.5% | -11.2% | +57.8% | +46.6% |
| 3Y | +93.3% | +388.3% | -295.0% | +96.9% |
| All | +93.3% | +392.8% | -299.5% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling