-21.9%
INSM vs EME
+14,736.3%
-14,758.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.6% | +3.9% |
| 7D | +1.7% | +2.7% | -1.0% | +0.8% |
| 30D | -4.4% | -6.8% | +2.4% | -2.5% |
| 3M | +30.0% | -8.8% | +38.9% | +32.0% |
| 6M | -10.0% | +5.0% | -15.0% | -12.6% |
| YTD | -26.0% | +23.5% | -49.5% | -32.0% |
| 1Y | -12.5% | +21.3% | -33.8% | -20.9% |
| 3Y | +390.5% | +241.1% | +149.4% | +199.9% |
| 5Y | +357.7% | +549.2% | -191.4% | +121.8% |
| 10Y | +877.2% | +1,306.4% | -429.2% | +263.7% |
| All | -21.9% | +14,736.3% | -14,758.3% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling