+5,781.1%
ETN vs INSM
-20.5%
+5,801.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | +3.0% | +0.5% | +2.6% | +3.0% |
| 30D | -10.9% | -4.0% | -6.9% | -10.7% |
| 3M | +9.2% | +38.5% | -29.3% | +7.0% |
| 6M | +13.9% | -11.5% | +25.4% | +14.0% |
| YTD | +29.5% | -26.9% | +56.4% | +30.8% |
| 1Y | +14.2% | -12.8% | +27.0% | +14.0% |
| 3Y | +79.9% | +384.7% | -304.8% | +59.3% |
| 5Y | +175.7% | +368.8% | -193.1% | +141.5% |
| 10Y | +693.2% | +865.7% | -172.5% | +539.0% |
| All | +5,781.1% | -20.5% | +5,801.6% | +3,949.3% |
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