-13.6%
SOUN vs INSM
+466.7%
-480.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.9% |
| 7D | -4.4% | +1.7% | -6.1% | -4.7% |
| 30D | -13.1% | -4.4% | -8.7% | -12.5% |
| 3M | -7.7% | +30.0% | -37.7% | -12.9% |
| 6M | -21.2% | -10.0% | -11.2% | -21.4% |
| YTD | -35.0% | -26.0% | -9.0% | -32.9% |
| 1Y | -56.4% | -12.5% | -43.9% | -56.7% |
| 3Y | +181.7% | +390.5% | -208.7% | +109.3% |
| All | -13.6% | +466.7% | -480.3% | -49.1% |
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