+270.6%
INSM vs ECL
+37.9%
+232.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.8% |
| 7D | +8.6% | -0.5% | +9.0% | +8.7% |
| 30D | +22.0% | +6.6% | +15.4% | +19.4% |
| 3M | -10.7% | +9.6% | -20.4% | -13.5% |
| 6M | +1.8% | +21.6% | -19.8% | -5.4% |
| YTD | -32.2% | +16.9% | -49.1% | -36.0% |
| 1Y | -39.3% | +17.9% | -57.1% | -43.0% |
| 3Y | +397.1% | +76.5% | +320.6% | +286.5% |
| 5Y | +270.6% | +36.6% | +234.0% | +186.5% |
| All | +270.6% | +37.9% | +232.7% | +186.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling