+833.7%
INSM vs EAT
+374.9%
+458.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | +2.5% | -7.7% | +10.2% | +4.2% |
| 30D | -2.2% | -13.6% | +11.4% | +0.9% |
| 3M | +33.8% | +33.9% | -0.1% | +24.7% |
| 6M | -7.2% | +47.2% | -54.4% | -16.1% |
| YTD | -25.6% | +48.1% | -73.7% | -33.3% |
| 1Y | -11.2% | +33.7% | -44.9% | -19.3% |
| 3Y | +388.3% | +595.8% | -207.4% | +184.7% |
| 5Y | +376.6% | +314.4% | +62.3% | +199.0% |
| All | +833.7% | +374.9% | +458.7% | +455.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling