+877.2%
INSM vs ES
+83.1%
+794.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.5% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -4.4% | -1.0% | -3.4% | -4.2% |
| 3M | +30.0% | +1.5% | +28.6% | +29.2% |
| 6M | -10.0% | -3.5% | -6.5% | -9.4% |
| YTD | -26.0% | +7.0% | -33.0% | -27.5% |
| 1Y | -12.5% | +15.3% | -27.8% | -16.6% |
| 3Y | +390.5% | +30.2% | +360.3% | +344.2% |
| 5Y | +357.7% | -4.3% | +362.0% | +356.0% |
| 10Y | +877.2% | +87.5% | +789.8% | +854.8% |
| All | +877.2% | +83.1% | +794.1% | +854.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling