+33.3%
SNPS vs INSM
+258.4%
-225.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | +5.1% | +8.6% | -3.5% | +4.4% |
| 30D | -6.4% | +22.0% | -28.4% | -7.9% |
| 3M | +12.2% | -10.7% | +23.0% | +12.9% |
| 6M | -9.8% | +1.8% | -11.6% | -10.6% |
| YTD | -1.5% | -32.2% | +30.7% | +0.3% |
| 1Y | +16.0% | -39.3% | +55.3% | +19.0% |
| 3Y | -10.8% | +397.1% | -408.0% | -26.0% |
| 5Y | +33.3% | +270.6% | -237.3% | +10.4% |
| All | +33.3% | +258.4% | -225.1% | +10.4% |
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