-71.4%
SOUN vs INSM
-40.6%
-30.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.3% | -0.5% | +4.0% |
| 7D | -2.7% | +13.4% | -16.1% | -4.7% |
| 30D | -26.5% | +5.9% | -32.5% | -27.3% |
| 3M | -33.6% | +11.4% | -45.0% | -35.6% |
| 6M | -54.4% | -21.4% | -32.9% | -54.0% |
| YTD | -56.7% | -36.8% | -19.9% | -54.4% |
| 1Y | -71.4% | -39.8% | -31.6% | -72.6% |
| All | -71.4% | -40.6% | -30.8% | -72.6% |
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 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