+1,778.9%
SNPS vs INSM
-26.2%
+1,805.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | +5.1% | +8.6% | -3.5% | +4.6% |
| 30D | -6.4% | +22.0% | -28.4% | -7.5% |
| 3M | +12.2% | -10.7% | +23.0% | +12.7% |
| 6M | -9.8% | +1.8% | -11.6% | -10.4% |
| YTD | -1.5% | -32.2% | +30.7% | -0.4% |
| 1Y | +16.0% | -39.3% | +55.3% | +17.9% |
| 3Y | -10.8% | +397.1% | -408.0% | -21.4% |
| 5Y | +33.3% | +270.6% | -237.3% | +18.2% |
| 10Y | +675.9% | +717.1% | -41.2% | +537.4% |
| All | +1,778.9% | -26.2% | +1,805.2% | +1,345.2% |
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