+432.9%
SNXX vs INSM
-21.6%
+454.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.3% | +23.7% | +23.4% |
| 7D | +34.9% | +6.5% | +28.3% | +33.8% |
| 30D | +52.5% | +27.5% | +25.0% | +44.2% |
| 3M | -41.3% | +20.4% | -61.7% | -41.3% |
| 6M | +293.8% | -15.7% | +309.5% | +383.3% |
| All | +432.9% | -21.6% | +454.6% | +567.6% |
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