-5.1%
SNXX vs INSM
-32.5%
+27.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -1.1% | -42.0% | -43.0% |
| 7D | -66.8% | -2.5% | -64.3% | -66.7% |
| 30D | -79.7% | +3.4% | -83.0% | -79.6% |
| 3M | -72.8% | +9.8% | -82.7% | -73.8% |
| 6M | -84.7% | -22.0% | -62.7% | -81.9% |
| All | -5.1% | -32.5% | +27.4% | +21.5% |
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