+4.9%
SPGI vs INSM
+351.7%
-346.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.2% |
| 7D | -2.5% | +2.8% | -5.3% | -2.6% |
| 30D | +5.4% | -4.7% | +10.1% | +5.6% |
| 3M | +9.0% | +32.6% | -23.6% | +7.4% |
| 6M | +0.8% | -10.9% | +11.6% | +0.8% |
| YTD | -12.6% | -28.2% | +15.7% | -11.7% |
| 1Y | -16.1% | -14.9% | -1.3% | -16.2% |
| 3Y | +19.0% | +375.6% | -356.6% | +9.2% |
| All | +4.9% | +351.7% | -346.8% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling