+12.4%
EMR vs INSM
-11.6%
+24.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.5% |
| 7D | -0.4% | +2.5% | -2.9% | -0.5% |
| 30D | -6.8% | -2.2% | -4.6% | -6.7% |
| 3M | +7.5% | +33.8% | -26.3% | +5.3% |
| 6M | +9.9% | -7.2% | +17.0% | +11.8% |
| YTD | +16.0% | -25.6% | +41.6% | +18.5% |
| 1Y | +12.4% | -11.2% | +23.7% | +13.0% |
| All | +12.4% | -11.6% | +24.1% | +13.0% |
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