-12.5%
INSM vs ES
+17.2%
-29.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.4% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -4.4% | -1.0% | -3.4% | -4.3% |
| 3M | +30.0% | +1.5% | +28.6% | +29.0% |
| 6M | -10.0% | -3.5% | -6.5% | -11.3% |
| YTD | -26.0% | +7.0% | -33.0% | -26.7% |
| 1Y | -12.5% | +15.3% | -27.8% | -15.3% |
| All | -12.5% | +17.2% | -29.7% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling