+660.9%
SNPS vs INSM
+729.9%
-68.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.8% |
| 7D | +1.1% | +5.9% | -4.8% | +0.5% |
| 30D | -5.2% | +23.9% | -29.1% | -7.0% |
| 3M | +10.6% | -4.1% | +14.6% | +10.7% |
| 6M | -10.6% | +2.7% | -13.3% | -11.6% |
| YTD | -3.1% | -30.4% | +27.3% | -1.5% |
| 1Y | +15.6% | -36.6% | +52.1% | +18.2% |
| 3Y | -12.9% | +406.9% | -419.9% | -29.7% |
| 5Y | +31.2% | +280.3% | -249.1% | +6.7% |
| All | +660.9% | +729.9% | -68.9% | +485.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling