+1,722.2%
SYK vs INSM
-20.5%
+1,742.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -12.3% | +0.5% | -12.8% | -12.3% |
| 30D | -22.4% | -4.0% | -18.5% | -22.3% |
| 3M | -12.3% | +38.5% | -50.9% | -13.9% |
| 6M | -24.3% | -11.5% | -12.8% | -24.3% |
| YTD | -22.8% | -26.9% | +4.1% | -22.1% |
| 1Y | -28.8% | -12.8% | -16.0% | -28.9% |
| 3Y | -4.0% | +384.7% | -388.7% | -13.8% |
| 5Y | +3.8% | +368.8% | -365.0% | -7.5% |
| 10Y | +172.8% | +865.7% | -692.9% | +127.9% |
| All | +1,722.2% | -20.5% | +1,742.7% | +1,332.6% |
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 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