+388.3%
INSM vs EOSE
+42.6%
+345.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.7% |
| 7D | +2.5% | +1.8% | +0.7% | +2.3% |
| 30D | -2.2% | -6.8% | +4.7% | -2.1% |
| 3M | +33.8% | -36.3% | +70.1% | +35.6% |
| 6M | -7.2% | -38.8% | +31.6% | -6.4% |
| YTD | -25.6% | -65.5% | +39.9% | -23.7% |
| 1Y | -11.2% | -45.3% | +34.1% | -12.0% |
| 3Y | +388.3% | +44.2% | +344.2% | +312.1% |
| All | +388.3% | +42.6% | +345.7% | +312.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling