-29.6%
INSM vs ES
+655.5%
-685.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +6.2% | -0.1% | +6.3% | +6.2% |
| 30D | +15.4% | +5.7% | +9.7% | +13.7% |
| 3M | -11.4% | -2.8% | -8.6% | -10.9% |
| 6M | +14.6% | +7.0% | +7.6% | +12.2% |
| YTD | -33.3% | +6.8% | -40.1% | -34.6% |
| 1Y | -38.8% | -0.5% | -38.3% | -39.1% |
| 3Y | +395.7% | +47.2% | +348.6% | +338.6% |
| 5Y | +258.9% | +2.3% | +256.6% | +247.8% |
| 10Y | +754.3% | +85.6% | +668.7% | +603.7% |
| All | -29.6% | +655.5% | -685.1% | -55.6% |
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 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