+833.7%
INSM vs EIX
+19.9%
+813.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.0% |
| 7D | +2.5% | -1.4% | +3.8% | +2.7% |
| 30D | -2.2% | -19.3% | +17.1% | +2.0% |
| 3M | +33.8% | -21.7% | +55.5% | +40.3% |
| 6M | -7.2% | -19.8% | +12.7% | -3.4% |
| YTD | -25.6% | -3.0% | -22.6% | -27.4% |
| 1Y | -11.2% | +5.1% | -16.3% | -15.9% |
| 3Y | +388.3% | -7.0% | +395.3% | +369.3% |
| 5Y | +376.6% | +22.0% | +354.6% | +306.2% |
| All | +833.7% | +19.9% | +813.8% | +687.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling