+6,369.4%
EW vs INSM
-24.3%
+6,393.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.2% |
| 7D | +4.9% | +5.9% | -1.0% | +4.6% |
| 30D | +23.9% | +23.9% | 0.0% | +22.7% |
| 3M | +15.8% | -4.1% | +19.9% | +15.9% |
| 6M | +31.7% | +2.7% | +29.0% | +30.9% |
| YTD | +25.7% | -30.4% | +56.1% | +26.9% |
| 1Y | +24.4% | -36.6% | +61.0% | +26.0% |
| 3Y | +65.9% | +406.9% | -341.1% | +48.4% |
| 5Y | -7.6% | +280.3% | -287.9% | -17.0% |
| 10Y | +253.2% | +738.5% | -485.3% | +196.0% |
| All | +6,369.4% | -24.3% | +6,393.7% | +4,888.9% |
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