+251.0%
SPOT vs INSM
+504.7%
-253.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.5% |
| 7D | -6.5% | +1.7% | -8.2% | -6.7% |
| 30D | +2.2% | -4.4% | +6.6% | +2.7% |
| 3M | +5.4% | +30.0% | -24.7% | +0.5% |
| 6M | -4.0% | -10.0% | +6.0% | -4.5% |
| YTD | -9.9% | -26.0% | +16.1% | -7.9% |
| 1Y | -27.3% | -12.5% | -14.8% | -28.0% |
| 3Y | +236.4% | +390.5% | -154.1% | +136.3% |
| 5Y | +112.6% | +357.7% | -245.1% | +45.8% |
| All | +251.0% | +504.7% | -253.7% | +111.3% |
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