+33.6%
ECHO vs INSM
-11.6%
+45.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +3.4% | +6.5% | -3.1% | +3.0% |
| 30D | +2.4% | +27.5% | -25.2% | +0.6% |
| 3M | -28.0% | +20.4% | -48.3% | -28.8% |
| 6M | -21.2% | -15.7% | -5.5% | -21.4% |
| YTD | -17.4% | -27.4% | +10.0% | -18.2% |
| 1Y | +33.6% | -11.4% | +45.0% | +19.9% |
| All | +33.6% | -11.6% | +45.2% | +19.9% |
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