-26.8%
INSM vs ES
+666.9%
-693.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.7% |
| 7D | +9.8% | +0.1% | +9.7% | +9.7% |
| 30D | +22.5% | +6.7% | +15.8% | +20.4% |
| 3M | -8.9% | +0.3% | -9.3% | -9.1% |
| 6M | +16.2% | +7.4% | +8.8% | +13.7% |
| YTD | -30.6% | +8.4% | -39.0% | -32.2% |
| 1Y | -37.7% | +0.6% | -38.3% | -38.2% |
| 3Y | +408.4% | +50.6% | +357.8% | +347.2% |
| 5Y | +279.6% | +4.8% | +274.8% | +265.6% |
| 10Y | +735.6% | +93.1% | +642.5% | +581.9% |
| All | -26.8% | +666.9% | -693.7% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling