+833.7%
INSM vs EME
+1,362.1%
-528.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +0.2% |
| 7D | +2.5% | +3.5% | -1.0% | +1.1% |
| 30D | -2.2% | -6.3% | +4.2% | -0.1% |
| 3M | +33.8% | -3.8% | +37.6% | +33.5% |
| 6M | -7.2% | +8.5% | -15.7% | -11.3% |
| YTD | -25.6% | +27.8% | -53.5% | -33.6% |
| 1Y | -11.2% | +22.2% | -33.5% | -22.0% |
| 3Y | +388.3% | +253.5% | +134.9% | +139.5% |
| 5Y | +376.6% | +578.6% | -202.0% | +58.3% |
| All | +833.7% | +1,362.1% | -528.4% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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