+304.7%
INSM vs EOSE
-60.2%
+364.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.9% |
| 7D | +0.5% | +14.0% | -13.5% | -0.6% |
| 30D | -4.0% | -5.9% | +1.9% | -3.9% |
| 3M | +38.5% | -34.3% | +72.8% | +41.3% |
| 6M | -11.5% | -37.8% | +26.2% | -10.5% |
| YTD | -26.9% | -65.2% | +38.3% | -24.0% |
| 1Y | -12.8% | -41.9% | +29.1% | -14.3% |
| 3Y | +384.7% | +44.6% | +340.1% | +302.0% |
| 5Y | +368.8% | -69.2% | +438.0% | +266.5% |
| All | +304.7% | -60.2% | +364.9% | +253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling