-49.3%
SOUN vs INSM
-11.6%
-37.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -5.2% | +6.5% | -11.7% | -6.1% |
| 30D | +4.8% | +27.5% | -22.7% | +0.2% |
| 3M | -15.9% | +20.4% | -36.2% | -19.1% |
| 6M | -17.4% | -15.7% | -1.7% | -17.6% |
| YTD | -32.4% | -27.4% | -5.0% | -31.1% |
| 1Y | -49.3% | -11.4% | -37.9% | -56.2% |
| All | -49.3% | -11.6% | -37.7% | -56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling