+30.5%
SNOW vs INSM
+292.2%
-261.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.5% |
| 7D | +8.4% | +1.7% | +6.7% | +8.2% |
| 30D | -1.0% | -4.4% | +3.5% | -0.5% |
| 3M | +38.3% | +30.0% | +8.3% | +33.1% |
| 6M | +81.3% | -10.0% | +91.3% | +80.5% |
| YTD | +51.1% | -26.0% | +77.1% | +53.9% |
| 1Y | +47.0% | -12.5% | +59.5% | +45.8% |
| 3Y | +99.7% | +390.5% | -290.7% | +48.8% |
| 5Y | +3.6% | +357.7% | -354.1% | -26.5% |
| All | +30.5% | +292.2% | -261.7% | -6.7% |
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