-11.4%
INSM vs EOSE
-49.1%
+37.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.9% | -11.2% | -0.7% |
| 7D | +6.5% | +19.0% | -12.5% | +5.7% |
| 30D | +27.5% | +1.6% | +26.0% | +27.2% |
| 3M | +20.4% | -52.0% | +72.3% | +22.2% |
| 6M | -15.7% | -42.5% | +26.8% | -15.3% |
| YTD | -27.4% | -66.1% | +38.7% | -26.5% |
| 1Y | -11.4% | -47.1% | +35.7% | -11.5% |
| All | -11.4% | -49.1% | +37.7% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling