-23.5%
INSM vs EIX
+506.6%
-530.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +6.5% | -19.1% | +25.6% | +9.5% |
| 30D | +27.5% | -16.9% | +44.4% | +30.2% |
| 3M | +20.4% | -20.0% | +40.4% | +23.6% |
| 6M | -15.7% | -21.3% | +5.6% | -13.2% |
| YTD | -27.4% | -1.7% | -25.7% | -28.2% |
| 1Y | -11.4% | +9.6% | -21.0% | -14.2% |
| 3Y | +457.8% | -3.7% | +461.5% | +446.0% |
| 5Y | +343.0% | +22.6% | +320.4% | +313.3% |
| 10Y | +848.1% | +17.7% | +830.4% | +774.6% |
| All | -23.5% | +506.6% | -530.1% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling