+1,016.5%
INSM vs EFV
+252.1%
+764.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +0.5% | -2.0% | +2.5% | +1.9% |
| 30D | -4.0% | -0.2% | -3.8% | -3.9% |
| 3M | +38.5% | +9.1% | +29.4% | +30.0% |
| 6M | -11.5% | +11.7% | -23.2% | -17.9% |
| YTD | -26.9% | +17.0% | -43.9% | -34.5% |
| 1Y | -12.8% | +26.7% | -39.5% | -26.3% |
| 3Y | +384.7% | +90.2% | +294.5% | +204.7% |
| 5Y | +368.8% | +96.1% | +272.7% | +189.4% |
| 10Y | +865.7% | +164.5% | +701.2% | +409.8% |
| All | +1,016.5% | +252.1% | +764.4% | +567.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling