-39.8%
INSM vs ED
+27.1%
-66.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.0% | +2.3% | +4.6% |
| 7D | +13.4% | +5.4% | +8.0% | +12.2% |
| 30D | +5.9% | +16.4% | -10.4% | +3.3% |
| 3M | +11.4% | +11.9% | -0.5% | +9.3% |
| 6M | -21.4% | +11.6% | -33.0% | -23.0% |
| YTD | -36.8% | +24.1% | -60.9% | -36.3% |
| 1Y | -39.8% | +26.9% | -66.7% | -39.4% |
| All | -39.8% | +27.1% | -66.9% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling