+406.9%
INSM vs EMB
+29.8%
+377.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.9% |
| 7D | +5.9% | -0.9% | +6.8% | +7.0% |
| 30D | +23.9% | +0.4% | +23.5% | +23.6% |
| 3M | -4.1% | -3.1% | -1.0% | -0.7% |
| 6M | +2.7% | -2.1% | +4.7% | +5.2% |
| YTD | -30.4% | -1.1% | -29.3% | -29.4% |
| 1Y | -36.6% | -0.1% | -36.5% | -36.2% |
| 3Y | +406.9% | +29.6% | +377.4% | +326.2% |
| All | +406.9% | +29.8% | +377.2% | +326.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling