+1,042.0%
EQT vs INSM
-20.5%
+1,062.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | -1.2% | +0.5% | -1.6% | -1.2% |
| 30D | +1.1% | -4.0% | +5.1% | +1.3% |
| 3M | +4.8% | +38.5% | -33.7% | +2.6% |
| 6M | -10.6% | -11.5% | +0.9% | -10.6% |
| YTD | +3.4% | -26.9% | +30.3% | +4.3% |
| 1Y | +8.7% | -12.8% | +21.5% | +8.4% |
| 3Y | +35.0% | +384.7% | -349.7% | +19.5% |
| 5Y | +204.2% | +368.8% | -164.6% | +166.5% |
| 10Y | +52.5% | +865.7% | -813.2% | +24.2% |
| All | +1,042.0% | -20.5% | +1,062.5% | +724.8% |
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