+65.7%
ENTG vs INSM
-40.6%
+106.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.3% | -11.8% | -6.8% |
| 7D | -10.3% | +13.4% | -23.8% | -11.2% |
| 30D | -14.4% | +5.9% | -20.3% | -14.7% |
| 3M | -1.1% | +11.4% | -12.5% | -2.8% |
| 6M | +3.0% | -21.4% | +24.4% | +4.3% |
| YTD | +70.1% | -36.8% | +106.9% | +71.9% |
| 1Y | +65.7% | -39.8% | +105.6% | +68.7% |
| All | +65.7% | -40.6% | +106.4% | +68.7% |
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