+282.9%
SPGI vs INSM
+884.9%
-602.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -7.4% | +2.5% | -9.9% | -7.5% |
| 30D | +0.4% | -2.2% | +2.5% | +0.4% |
| 3M | +5.3% | +33.8% | -28.5% | +3.0% |
| 6M | +1.7% | -7.2% | +8.8% | +1.3% |
| YTD | -16.4% | -25.6% | +9.3% | -15.6% |
| 1Y | -20.5% | -11.2% | -9.3% | -20.8% |
| 3Y | +14.2% | +388.3% | -374.1% | -1.3% |
| 5Y | +0.6% | +376.6% | -376.1% | -14.7% |
| All | +282.9% | +884.9% | -602.0% | +213.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling