-23.5%
INSM vs ED
+949.4%
-972.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | +6.5% | -0.2% | +6.7% | +6.6% |
| 30D | +27.5% | -0.1% | +27.7% | +27.6% |
| 3M | +20.4% | +3.9% | +16.4% | +19.2% |
| 6M | -15.7% | -3.0% | -12.7% | -15.2% |
| YTD | -27.4% | +10.7% | -38.1% | -29.2% |
| 1Y | -11.4% | +13.3% | -24.7% | -14.1% |
| 3Y | +457.8% | +34.5% | +423.3% | +414.1% |
| 5Y | +343.0% | +67.1% | +275.8% | +284.0% |
| 10Y | +848.1% | +103.0% | +745.1% | +662.8% |
| All | -23.5% | +949.4% | -972.9% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling