+2,663.9%
EOG vs INSM
-19.5%
+2,683.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +1.0% |
| 7D | -1.3% | +1.7% | -3.0% | -1.4% |
| 30D | +3.4% | -4.4% | +7.8% | +3.6% |
| 3M | +7.8% | +30.0% | -22.2% | +6.1% |
| 6M | +13.4% | -10.0% | +23.4% | +13.2% |
| YTD | +43.5% | -26.0% | +69.5% | +44.6% |
| 1Y | +29.7% | -12.5% | +42.2% | +29.3% |
| 3Y | +23.2% | +390.5% | -367.3% | +9.3% |
| 5Y | +176.4% | +357.7% | -181.3% | +143.2% |
| 10Y | +119.1% | +877.2% | -758.1% | +80.0% |
| All | +2,663.9% | -19.5% | +2,683.4% | +1,853.9% |
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 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