+196.4%
SO vs INSM
+729.9%
-533.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +1.1% |
| 7D | +1.4% | +5.9% | -4.5% | +1.2% |
| 30D | +4.7% | +23.9% | -19.2% | +3.9% |
| 3M | +1.7% | -4.1% | +5.8% | +1.7% |
| 6M | +2.2% | +2.7% | -0.5% | +1.7% |
| YTD | +10.0% | -30.4% | +40.4% | +10.7% |
| 1Y | +6.0% | -36.6% | +42.6% | +7.0% |
| 3Y | +54.1% | +406.9% | -352.8% | +42.0% |
| 5Y | +79.6% | +280.3% | -200.6% | +65.7% |
| All | +196.4% | +729.9% | -533.4% | +158.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling