+192.5%
ECHO vs INSM
+884.9%
-692.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.3% |
| 7D | +3.7% | +2.5% | +1.2% | +3.5% |
| 30D | +0.7% | -2.2% | +2.9% | +0.8% |
| 3M | -27.3% | +33.8% | -61.1% | -29.2% |
| 6M | -17.0% | -7.2% | -9.8% | -17.2% |
| YTD | -14.3% | -25.6% | +11.3% | -13.3% |
| 1Y | +20.9% | -11.2% | +32.1% | +20.2% |
| 3Y | +423.0% | +388.3% | +34.6% | +346.7% |
| 5Y | +265.7% | +376.6% | -111.0% | +207.4% |
| All | +192.5% | +884.9% | -692.4% | +142.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling