+726.6%
EXPE vs INSM
+1,162.1%
-435.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.4% |
| 7D | -0.5% | +5.9% | -6.4% | -1.0% |
| 30D | -6.1% | +23.9% | -30.0% | -7.7% |
| 3M | -21.3% | -4.1% | -17.2% | -21.2% |
| 6M | +19.0% | +2.7% | +16.3% | +17.8% |
| YTD | -8.4% | -30.4% | +22.0% | -7.2% |
| 1Y | -2.8% | -36.6% | +33.8% | -0.9% |
| 3Y | +120.8% | +406.9% | -286.2% | +80.6% |
| 5Y | +46.2% | +280.3% | -234.1% | +20.8% |
| 10Y | +123.8% | +738.5% | -614.6% | +62.8% |
| All | +726.6% | +1,162.1% | -435.5% | +416.6% |
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