+388.3%
INSM vs EFX
-12.2%
+400.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +2.5% | -4.5% | +7.0% | +2.9% |
| 30D | -2.2% | -6.1% | +3.9% | -1.7% |
| 3M | +33.8% | +6.2% | +27.6% | +31.9% |
| 6M | -7.2% | -11.2% | +4.0% | -6.2% |
| YTD | -25.6% | -21.4% | -4.2% | -23.3% |
| 1Y | -11.2% | -34.3% | +23.1% | -4.9% |
| 3Y | +388.3% | -12.5% | +400.9% | +355.8% |
| All | +388.3% | -12.2% | +400.5% | +355.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling