+368.8%
SNXX vs INSM
-19.7%
+388.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.7% | -8.7% | -7.3% |
| 7D | -12.0% | +2.5% | -14.5% | -12.3% |
| 30D | +37.9% | -2.2% | +40.1% | +37.9% |
| 3M | -52.7% | +33.8% | -86.5% | -55.1% |
| 6M | +194.8% | -7.2% | +202.0% | +243.0% |
| All | +368.8% | -19.7% | +388.5% | +485.4% |
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 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