+701.9%
INSM vs ECL
+197.5%
+504.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.7% |
| 7D | +5.9% | +2.9% | +3.0% | +4.3% |
| 30D | +23.9% | +7.5% | +16.4% | +19.2% |
| 3M | -4.1% | +12.2% | -16.3% | -10.0% |
| 6M | +2.7% | +24.6% | -21.9% | -9.8% |
| YTD | -30.4% | +18.8% | -49.1% | -37.3% |
| 1Y | -36.6% | +19.3% | -55.9% | -43.1% |
| 3Y | +406.9% | +78.2% | +328.7% | +245.7% |
| 5Y | +280.3% | +38.8% | +241.5% | +199.4% |
| All | +701.9% | +197.5% | +504.3% | +314.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling