+45.5%
ENTG vs INSM
+384.7%
-339.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -3.9% |
| 7D | +5.1% | +0.5% | +4.7% | +5.1% |
| 30D | -8.5% | -4.0% | -4.5% | -8.4% |
| 3M | +6.7% | +38.5% | -31.8% | +4.9% |
| 6M | +17.7% | -11.5% | +29.3% | +17.7% |
| YTD | +63.5% | -26.9% | +90.3% | +64.4% |
| 1Y | +73.6% | -12.8% | +86.4% | +72.9% |
| All | +45.5% | +384.7% | -339.2% | +42.4% |
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