+384.9%
INSM vs EQH
+234.7%
+150.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.0% |
| 7D | +2.5% | +0.7% | +1.8% | +2.1% |
| 30D | -2.2% | +2.8% | -5.0% | -3.7% |
| 3M | +33.8% | +23.1% | +10.7% | +20.4% |
| 6M | -7.2% | +41.4% | -48.6% | -22.6% |
| YTD | -25.6% | +14.3% | -39.9% | -31.6% |
| 1Y | -11.2% | +1.6% | -12.8% | -14.0% |
| 3Y | +388.3% | +102.7% | +285.6% | +213.5% |
| 5Y | +376.6% | +104.5% | +272.1% | +192.3% |
| All | +384.9% | +234.7% | +150.2% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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