-26.6%
INSM vs ED
+1,083.5%
-1,110.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.3% |
| 7D | +5.9% | +2.1% | +3.8% | +5.4% |
| 30D | +23.9% | +10.4% | +13.5% | +21.2% |
| 3M | -4.1% | +12.5% | -16.6% | -6.7% |
| 6M | +2.7% | +14.9% | -12.2% | -0.7% |
| YTD | -30.4% | +24.8% | -55.2% | -33.9% |
| 1Y | -36.6% | +23.8% | -60.4% | -39.7% |
| 3Y | +406.9% | +51.6% | +355.3% | +355.4% |
| 5Y | +280.3% | +86.4% | +193.9% | +221.9% |
| 10Y | +738.5% | +145.4% | +593.0% | +545.6% |
| All | -26.6% | +1,083.5% | -1,110.1% | -61.8% |
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