+343.3%
SPGI vs INSM
+729.9%
-386.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.9% |
| 7D | +1.2% | +5.9% | -4.7% | +0.9% |
| 30D | +15.9% | +23.9% | -8.0% | +14.3% |
| 3M | +12.3% | -4.1% | +16.4% | +12.4% |
| 6M | +23.7% | +2.7% | +21.0% | +22.7% |
| YTD | -3.5% | -30.4% | +26.8% | -2.4% |
| 1Y | +0.4% | -36.6% | +37.0% | +2.1% |
| 3Y | +29.9% | +406.9% | -377.1% | +11.3% |
| 5Y | +15.2% | +280.3% | -265.1% | -0.9% |
| All | +343.3% | +729.9% | -386.5% | +259.1% |
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 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