+190.8%
EQT vs INSM
+375.8%
-185.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | -2.0% | +2.5% | -4.5% | -2.1% |
| 30D | 0.0% | -2.2% | +2.2% | +0.1% |
| 3M | +5.9% | +33.8% | -27.9% | +3.8% |
| 6M | -14.8% | -7.2% | -7.6% | -15.0% |
| YTD | +1.8% | -25.6% | +27.4% | +2.8% |
| 1Y | +7.4% | -11.2% | +18.6% | +7.0% |
| 3Y | +33.6% | +388.3% | -354.7% | +18.6% |
| All | +190.8% | +375.8% | -185.0% | +149.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling