+412.7%
ECHO vs INSM
+390.5%
+22.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.4% | -2.4% |
| 7D | +5.3% | +1.7% | +3.6% | +5.2% |
| 30D | +2.4% | -4.4% | +6.8% | +2.7% |
| 3M | -21.8% | +30.0% | -51.8% | -23.3% |
| 6M | -16.9% | -10.0% | -6.9% | -17.0% |
| YTD | -16.0% | -26.0% | +10.0% | -15.2% |
| 1Y | +9.3% | -12.5% | +21.8% | +8.8% |
| All | +412.7% | +390.5% | +22.3% | +386.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling