-23.5%
INSM vs EAT
+2,564.4%
-2,587.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | +27.5% | +1.9% | +25.7% | +26.9% |
| 3M | +20.4% | +68.7% | -48.3% | +8.6% |
| 6M | -15.7% | +66.9% | -82.6% | -24.4% |
| YTD | -27.4% | +60.4% | -87.8% | -34.8% |
| 1Y | -11.4% | +44.0% | -55.4% | -19.4% |
| 3Y | +457.8% | +604.7% | -146.9% | +260.0% |
| 5Y | +343.0% | +347.0% | -4.1% | +200.4% |
| 10Y | +848.1% | +390.8% | +457.4% | +450.1% |
| All | -23.5% | +2,564.4% | -2,587.9% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling