-24.3%
INSM vs EAT
+2,474.9%
-2,499.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.2% | -0.5% |
| 7D | +2.8% | -4.9% | +7.7% | +3.7% |
| 30D | -4.7% | -1.2% | -3.5% | -4.7% |
| 3M | +32.6% | +52.2% | -19.6% | +22.1% |
| 6M | -10.9% | +65.0% | -75.9% | -19.9% |
| YTD | -28.2% | +55.0% | -83.3% | -35.1% |
| 1Y | -14.9% | +42.1% | -56.9% | -22.3% |
| 3Y | +375.6% | +614.7% | -239.1% | +206.4% |
| 5Y | +349.1% | +322.7% | +26.3% | +207.7% |
| 10Y | +796.6% | +382.0% | +414.5% | +422.2% |
| All | -24.3% | +2,474.9% | -2,499.3% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EAT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling