-23.5%
INSM vs ENB
+2,768.1%
-2,791.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | 0.0% |
| 7D | +6.5% | -0.2% | +6.8% | +6.6% |
| 30D | +27.5% | -2.2% | +29.8% | +28.5% |
| 3M | +20.4% | -10.5% | +30.9% | +25.5% |
| 6M | -15.7% | -5.1% | -10.7% | -14.3% |
| YTD | -27.4% | +9.0% | -36.4% | -30.4% |
| 1Y | -11.4% | +8.2% | -19.6% | -14.8% |
| 3Y | +457.8% | +67.8% | +390.1% | +345.9% |
| 5Y | +343.0% | +69.4% | +273.6% | +252.4% |
| 10Y | +848.1% | +117.5% | +730.6% | +577.5% |
| All | -23.5% | +2,768.1% | -2,791.6% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling