+57.9%
SO vs INSM
+365.8%
-308.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.9% | -0.8% |
| 7D | 0.0% | +1.7% | -1.7% | 0.0% |
| 30D | -2.5% | -4.4% | +1.9% | -2.4% |
| 3M | -4.2% | +30.0% | -34.2% | -4.7% |
| 6M | -7.7% | -10.0% | +2.4% | -7.6% |
| YTD | +3.8% | -26.0% | +29.8% | +4.1% |
| 1Y | +0.1% | -12.5% | +12.6% | 0.0% |
| 3Y | +44.2% | +390.5% | -346.3% | +40.4% |
| 5Y | +57.9% | +357.7% | -299.8% | +49.4% |
| All | +57.9% | +365.8% | -308.0% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling