+1,718.4%
SO vs INSM
-21.1%
+1,739.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.2% | +6.5% | -6.7% | -0.3% |
| 30D | -4.6% | +27.5% | -32.1% | -5.1% |
| 3M | -3.0% | +20.4% | -23.4% | -3.5% |
| 6M | -8.3% | -15.7% | +7.5% | -8.2% |
| YTD | +3.5% | -27.4% | +31.0% | +3.9% |
| 1Y | -0.9% | -11.4% | +10.5% | -1.0% |
| 3Y | +45.4% | +457.8% | -412.5% | +39.3% |
| 5Y | +59.6% | +343.0% | -283.4% | +52.9% |
| 10Y | +156.6% | +848.1% | -691.5% | +139.8% |
| All | +1,718.4% | -21.1% | +1,739.5% | +1,483.7% |
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