-21.9%
INSM vs EFX
+1,201.1%
-1,223.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.9% |
| 7D | +1.7% | -9.4% | +11.1% | +5.5% |
| 30D | -4.4% | -6.9% | +2.5% | -2.2% |
| 3M | +30.0% | +0.1% | +29.9% | +27.6% |
| 6M | -10.0% | -17.3% | +7.3% | -5.6% |
| YTD | -26.0% | -21.8% | -4.2% | -21.5% |
| 1Y | -12.5% | -32.5% | +20.0% | -2.2% |
| 3Y | +390.5% | -12.3% | +402.8% | +370.3% |
| 5Y | +357.7% | -36.6% | +394.3% | +395.6% |
| 10Y | +877.2% | +41.0% | +836.2% | +618.3% |
| All | -21.9% | +1,201.1% | -1,223.0% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling