+701.9%
INSM vs ED
+147.1%
+554.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.4% |
| 7D | +5.9% | +2.1% | +3.8% | +5.5% |
| 30D | +23.9% | +10.4% | +13.5% | +21.8% |
| 3M | -4.1% | +12.5% | -16.6% | -6.1% |
| 6M | +2.7% | +14.9% | -12.2% | +0.1% |
| YTD | -30.4% | +24.8% | -55.2% | -33.1% |
| 1Y | -36.6% | +23.8% | -60.4% | -39.0% |
| 3Y | +406.9% | +51.6% | +355.3% | +365.9% |
| 5Y | +280.3% | +86.4% | +193.9% | +232.3% |
| All | +701.9% | +147.1% | +554.8% | +613.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling