-39.8%
INSM vs ECL
+23.8%
-63.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.4% | +1.9% | +4.1% |
| 7D | +13.4% | +7.7% | +5.7% | +10.7% |
| 30D | +5.9% | +13.7% | -7.8% | +2.1% |
| 3M | +11.4% | +11.6% | -0.2% | +7.7% |
| 6M | -21.4% | +23.9% | -45.3% | -26.4% |
| YTD | -36.8% | +21.0% | -57.8% | -39.3% |
| 1Y | -39.8% | +23.1% | -62.9% | -42.3% |
| All | -39.8% | +23.8% | -63.6% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling