+357.7%
INSM vs ECL
+25.4%
+332.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.3% | +3.8% |
| 7D | +1.7% | -2.7% | +4.5% | +2.6% |
| 30D | -4.4% | -4.3% | -0.1% | -3.1% |
| 3M | +30.0% | +3.2% | +26.8% | +28.2% |
| 6M | -10.0% | -2.9% | -7.1% | -9.4% |
| YTD | -26.0% | +4.3% | -30.2% | -27.4% |
| 1Y | -12.5% | +1.6% | -14.1% | -13.6% |
| 3Y | +390.5% | +54.3% | +336.2% | +303.3% |
| 5Y | +357.7% | +26.5% | +331.2% | +277.3% |
| All | +357.7% | +25.4% | +332.3% | +277.3% |
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 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