+573.9%
EWT vs INSM
-10.3%
+584.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.5% |
| 7D | -1.1% | +0.5% | -1.6% | -1.1% |
| 30D | +4.8% | -4.0% | +8.8% | +4.9% |
| 3M | +11.1% | +38.5% | -27.4% | +9.5% |
| 6M | +54.6% | -11.5% | +66.1% | +54.6% |
| YTD | +71.4% | -26.9% | +98.3% | +72.6% |
| 1Y | +82.1% | -12.8% | +94.9% | +81.8% |
| 3Y | +193.2% | +384.7% | -191.5% | +169.0% |
| 5Y | +146.1% | +368.8% | -222.7% | +124.1% |
| 10Y | +505.0% | +865.7% | -360.7% | +421.3% |
| All | +573.9% | -10.3% | +584.2% | +429.7% |
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