-22.3%
SYK vs INSM
-11.6%
-10.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -8.3% | +6.5% | -14.9% | -8.5% |
| 30D | -10.1% | +27.5% | -37.6% | -10.9% |
| 3M | +0.9% | +20.4% | -19.5% | +0.1% |
| 6M | -20.2% | -15.7% | -4.5% | -20.3% |
| YTD | -13.3% | -27.4% | +14.1% | -13.1% |
| 1Y | -22.3% | -11.4% | -11.0% | -24.4% |
| All | -22.3% | -11.6% | -10.7% | -24.4% |
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