-23.5%
INSM vs ECL
+1,904.9%
-1,928.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +6.5% | -2.6% | +9.1% | +7.8% |
| 30D | +27.5% | -2.2% | +29.7% | +28.7% |
| 3M | +20.4% | +10.1% | +10.3% | +14.5% |
| 6M | -15.7% | -5.7% | -10.0% | -13.7% |
| YTD | -27.4% | +7.0% | -34.4% | -30.2% |
| 1Y | -11.4% | +2.7% | -14.1% | -13.5% |
| 3Y | +457.8% | +57.7% | +400.1% | +334.6% |
| 5Y | +343.0% | +31.1% | +311.8% | +269.7% |
| 10Y | +848.1% | +150.9% | +697.3% | +486.4% |
| All | -23.5% | +1,904.9% | -1,928.4% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling