+2.4%
SNPS vs INSM
-14.1%
+16.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.0% |
| 7D | -4.6% | +0.5% | -5.1% | -4.6% |
| 30D | -3.3% | -4.0% | +0.6% | -3.3% |
| 3M | -13.8% | +38.5% | -52.3% | -13.7% |
| 6M | -8.2% | -11.5% | +3.3% | -9.1% |
| YTD | -15.4% | -26.9% | +11.4% | -16.7% |
| 1Y | +2.4% | -12.8% | +15.2% | +6.6% |
| All | +2.4% | -14.1% | +16.5% | +6.6% |
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