+154.8%
SO vs INSM
+868.6%
-713.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -1.1% | +0.5% | -1.6% | -1.2% |
| 30D | -3.7% | -4.0% | +0.2% | -3.6% |
| 3M | -5.9% | +38.5% | -44.4% | -7.1% |
| 6M | -7.3% | -11.5% | +4.2% | -7.3% |
| YTD | +3.1% | -26.9% | +30.0% | +3.7% |
| 1Y | -1.0% | -12.8% | +11.8% | -1.1% |
| 3Y | +43.2% | +384.7% | -341.4% | +32.8% |
| 5Y | +59.1% | +368.8% | -309.7% | +46.0% |
| All | +154.8% | +868.6% | -713.9% | +125.6% |
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 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