+63.6%
EMR vs INSM
+352.6%
-289.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | -9.4% | -4.0% | -5.4% | -9.3% |
| 3M | +8.6% | +38.5% | -29.9% | +6.5% |
| 6M | +6.7% | -11.5% | +18.2% | +6.8% |
| YTD | +13.1% | -26.9% | +39.9% | +14.1% |
| 1Y | +12.7% | -12.8% | +25.5% | +12.7% |
| 3Y | +58.1% | +384.7% | -326.6% | +46.6% |
| 5Y | +63.6% | +368.8% | -305.2% | +44.9% |
| All | +63.6% | +352.6% | -289.0% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling