-5.3%
SYK vs INSM
-40.5%
+35.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.3% |
| 7D | +7.5% | -2.5% | +10.0% | +7.5% |
| 30D | +20.4% | +3.4% | +17.1% | +20.1% |
| 3M | -0.3% | +9.8% | -10.1% | -0.9% |
| 6M | +14.2% | -22.0% | +36.2% | +14.3% |
| YTD | -3.8% | -37.5% | +33.7% | -3.2% |
| 1Y | -5.3% | -41.8% | +36.5% | -4.4% |
| All | -5.3% | -40.5% | +35.3% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling