+367.9%
INSM vs EME
+575.5%
-207.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +0.9% |
| 7D | +2.5% | +3.5% | -1.0% | +1.8% |
| 30D | -2.2% | -6.3% | +4.2% | -1.1% |
| 3M | +33.8% | -3.8% | +37.6% | +34.0% |
| 6M | -7.2% | +8.5% | -15.7% | -8.8% |
| YTD | -25.6% | +27.8% | -53.5% | -29.2% |
| 1Y | -11.2% | +22.2% | -33.5% | -17.0% |
| 3Y | +388.3% | +253.5% | +134.9% | +197.1% |
| All | +367.9% | +575.5% | -207.6% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling