+818.3%
INSM vs ECL
+155.8%
+662.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.5% | -2.6% | +3.1% | +1.9% |
| 30D | -4.0% | -4.6% | +0.6% | -1.6% |
| 3M | +38.5% | +6.0% | +32.6% | +33.1% |
| 6M | -11.5% | -3.0% | -8.6% | -10.6% |
| YTD | -26.9% | +4.0% | -30.9% | -29.2% |
| 1Y | -12.8% | +2.0% | -14.8% | -15.1% |
| 3Y | +384.7% | +53.9% | +330.8% | +256.5% |
| 5Y | +368.8% | +27.1% | +341.7% | +281.5% |
| All | +818.3% | +155.8% | +662.6% | +320.9% |
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