-11.4%
INSM vs EFX
-25.2%
+13.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | -1.1% |
| 7D | +6.5% | -8.6% | +15.2% | +5.4% |
| 30D | +27.5% | +0.1% | +27.4% | +27.7% |
| 3M | +20.4% | +3.8% | +16.5% | +21.2% |
| 6M | -15.7% | -13.5% | -2.2% | -15.9% |
| YTD | -27.4% | -17.7% | -9.8% | -27.5% |
| 1Y | -11.4% | -25.6% | +14.2% | -11.9% |
| All | -11.4% | -25.2% | +13.8% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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