+388.3%
INSM vs EFV
+90.2%
+298.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.9% |
| 7D | +2.5% | -0.8% | +3.3% | +3.1% |
| 30D | -2.2% | +0.6% | -2.8% | -2.6% |
| 3M | +33.8% | +7.5% | +26.3% | +26.5% |
| 6M | -7.2% | +13.0% | -20.2% | -14.8% |
| YTD | -25.6% | +18.3% | -44.0% | -33.8% |
| 1Y | -11.2% | +26.7% | -38.0% | -24.6% |
| 3Y | +388.3% | +89.6% | +298.8% | +192.0% |
| All | +388.3% | +90.2% | +298.1% | +192.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling