+375.6%
INSM vs ES
+33.1%
+342.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +2.8% | +1.4% | +1.4% | +2.6% |
| 30D | -4.7% | -1.2% | -3.6% | -4.6% |
| 3M | +32.6% | +5.0% | +27.6% | +31.5% |
| 6M | -10.9% | -2.8% | -8.1% | -11.1% |
| YTD | -28.2% | +8.6% | -36.8% | -29.0% |
| 1Y | -14.9% | +18.9% | -33.8% | -16.7% |
| 3Y | +375.6% | +32.1% | +343.5% | +343.7% |
| All | +375.6% | +33.1% | +342.5% | +343.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling