+833.7%
INSM vs ENB
+92.6%
+741.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +2.3% |
| 7D | +2.5% | -4.7% | +7.1% | +5.5% |
| 30D | -2.2% | -5.9% | +3.7% | +1.4% |
| 3M | +33.8% | -14.2% | +48.0% | +46.6% |
| 6M | -7.2% | -8.6% | +1.4% | -2.6% |
| YTD | -25.6% | +3.9% | -29.5% | -28.6% |
| 1Y | -11.2% | +1.8% | -13.0% | -13.7% |
| 3Y | +388.3% | +68.5% | +319.8% | +234.1% |
| 5Y | +376.6% | +62.4% | +314.2% | +229.1% |
| All | +833.7% | +92.6% | +741.1% | +410.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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