+388.3%
INSM vs EQX
+168.9%
+219.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.4% |
| 7D | +2.5% | -3.2% | +5.7% | +3.1% |
| 30D | -2.2% | +7.8% | -9.9% | -3.8% |
| 3M | +33.8% | +21.3% | +12.5% | +28.2% |
| 6M | -7.2% | -22.4% | +15.3% | -4.5% |
| YTD | -25.6% | -11.3% | -14.3% | -25.7% |
| 1Y | -11.2% | +13.5% | -24.7% | -15.4% |
| 3Y | +388.3% | +162.1% | +226.2% | +291.9% |
| All | +388.3% | +168.9% | +219.4% | +291.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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