-11.4%
INSM vs EIX
+7.5%
-18.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | +6.5% | -19.1% | +25.6% | +6.4% |
| 30D | +27.5% | -16.9% | +44.4% | +26.8% |
| 3M | +20.4% | -20.0% | +40.4% | +20.3% |
| 6M | -15.7% | -21.3% | +5.6% | -15.8% |
| YTD | -27.4% | -1.7% | -25.7% | -27.5% |
| 1Y | -11.4% | +9.6% | -21.0% | -11.7% |
| All | -11.4% | +7.5% | -18.9% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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