+380.3%
INSM vs ED
+33.4%
+346.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +0.5% | -1.9% | +2.3% | +0.4% |
| 30D | -4.0% | +0.1% | -4.1% | -4.0% |
| 3M | +38.5% | 0.0% | +38.5% | +38.6% |
| 6M | -11.5% | -2.5% | -9.0% | -11.5% |
| YTD | -26.9% | +10.1% | -37.0% | -26.2% |
| 1Y | -12.8% | +13.6% | -26.4% | -11.8% |
| All | +380.3% | +33.4% | +346.9% | +398.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling