+3.5%
SNOW vs INSM
+352.6%
-349.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.4% |
| 7D | -7.5% | +0.5% | -8.0% | -7.6% |
| 30D | -1.3% | -4.0% | +2.7% | -1.0% |
| 3M | +37.4% | +38.5% | -1.1% | +32.0% |
| 6M | +88.1% | -11.5% | +99.6% | +87.7% |
| YTD | +50.3% | -26.9% | +77.2% | +53.1% |
| 1Y | +46.0% | -12.8% | +58.8% | +45.0% |
| 3Y | +98.7% | +384.7% | -286.0% | +54.4% |
| 5Y | +3.5% | +368.8% | -365.3% | -25.5% |
| All | +3.5% | +352.6% | -349.1% | -25.5% |
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