+913.2%
EMR vs INSM
-21.1%
+934.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -1.5% | +6.5% | -8.1% | -1.8% |
| 30D | -5.6% | +27.5% | -33.2% | -7.1% |
| 3M | +7.9% | +20.4% | -12.4% | +6.5% |
| 6M | +6.0% | -15.7% | +21.8% | +6.3% |
| YTD | +16.4% | -27.4% | +43.9% | +17.5% |
| 1Y | +16.6% | -11.4% | +28.0% | +16.3% |
| 3Y | +62.9% | +457.8% | -395.0% | +43.8% |
| 5Y | +60.1% | +343.0% | -282.9% | +41.5% |
| 10Y | +268.8% | +848.1% | -579.4% | +202.5% |
| All | +913.2% | -21.1% | +934.3% | +636.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling