-10.0%
INSM vs EFX
-17.4%
+7.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +2.8% |
| 7D | +1.7% | -9.4% | +11.1% | +0.1% |
| 30D | -4.4% | -6.9% | +2.5% | -5.4% |
| 3M | +30.0% | +0.1% | +29.9% | +30.1% |
| 6M | -10.0% | -17.3% | +7.3% | -0.5% |
| All | -10.0% | -17.4% | +7.4% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling