-52.7%
SNXX vs INSM
+40.2%
-92.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.7% | -8.7% | -6.6% |
| 7D | -12.0% | +2.5% | -14.5% | -11.5% |
| 30D | +37.9% | -2.2% | +40.1% | +36.7% |
| 3M | -52.7% | +33.8% | -86.5% | -43.9% |
| All | -52.7% | +40.2% | -92.9% | -43.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling