-36.6%
INSM vs ES
+2.1%
-38.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | +5.9% | +2.7% | +3.2% | +5.3% |
| 30D | +23.9% | +7.6% | +16.3% | +21.8% |
| 3M | -4.1% | +0.5% | -4.6% | -4.5% |
| 6M | +2.7% | +7.6% | -4.9% | -0.1% |
| YTD | -30.4% | +10.2% | -40.6% | -31.6% |
| 1Y | -36.6% | +1.8% | -38.4% | -37.6% |
| All | -36.6% | +2.1% | -38.7% | -37.6% |
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