+1,219.2%
ENTG vs INSM
+4.6%
+1,214.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.8% |
| 7D | +8.9% | +2.8% | +6.2% | +8.7% |
| 30D | -7.2% | -4.7% | -2.5% | -6.9% |
| 3M | +6.4% | +32.6% | -26.2% | +3.6% |
| 6M | +25.7% | -10.9% | +36.5% | +25.7% |
| YTD | +67.9% | -28.2% | +96.1% | +70.4% |
| 1Y | +72.4% | -14.9% | +87.2% | +72.1% |
| 3Y | +48.4% | +375.6% | -327.2% | +24.7% |
| 5Y | +20.1% | +349.1% | -329.0% | +0.2% |
| 10Y | +768.2% | +796.6% | -28.4% | +551.7% |
| All | +1,219.2% | +4.6% | +1,214.6% | +744.0% |
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 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