-11.4%
INSM vs ESI
+44.5%
-55.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.3% | -0.9% |
| 7D | +6.5% | +3.3% | +3.2% | +5.8% |
| 30D | +27.5% | -5.9% | +33.4% | +29.0% |
| 3M | +20.4% | -14.1% | +34.5% | +22.9% |
| 6M | -15.7% | +6.6% | -22.3% | -17.2% |
| YTD | -27.4% | +45.0% | -72.5% | -29.7% |
| 1Y | -11.4% | +41.5% | -52.9% | -15.1% |
| All | -11.4% | +44.5% | -55.9% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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