-39.8%
INSM vs EFV
+25.8%
-65.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.1% | +2.2% | +2.2% |
| 7D | +13.4% | +2.9% | +10.5% | +10.4% |
| 30D | +5.9% | +3.6% | +2.4% | +2.5% |
| 3M | +11.4% | -0.1% | +11.5% | +11.3% |
| 6M | -21.4% | +9.6% | -31.0% | -27.0% |
| YTD | -36.8% | +17.0% | -53.8% | -42.7% |
| 1Y | -39.8% | +25.7% | -65.5% | -44.8% |
| All | -39.8% | +25.8% | -65.6% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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