+739.1%
SPY vs INSM
-21.9%
+761.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | +0.5% | +2.8% | -2.2% | +0.4% |
| 30D | -0.9% | -4.7% | +3.8% | -0.8% |
| 3M | +3.9% | +32.6% | -28.7% | +2.3% |
| 6M | +14.5% | -10.9% | +25.4% | +14.4% |
| YTD | +12.9% | -28.2% | +41.2% | +13.9% |
| 1Y | +19.4% | -14.9% | +34.2% | +19.2% |
| 3Y | +78.5% | +375.6% | -297.1% | +60.8% |
| 5Y | +81.8% | +349.1% | -267.3% | +62.6% |
| 10Y | +311.5% | +796.6% | -485.0% | +244.0% |
| All | +739.1% | -21.9% | +761.0% | +533.2% |
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