+833.7%
INSM vs ESI
+312.8%
+520.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +2.5% | -4.6% | +7.1% | +4.5% |
| 30D | -2.2% | -10.5% | +8.3% | +2.3% |
| 3M | +33.8% | -19.8% | +53.6% | +44.7% |
| 6M | -7.2% | +5.8% | -13.0% | -11.8% |
| YTD | -25.6% | +38.3% | -63.9% | -38.0% |
| 1Y | -11.2% | +31.5% | -42.8% | -25.1% |
| 3Y | +388.3% | +80.7% | +307.7% | +235.5% |
| 5Y | +376.6% | +69.4% | +307.2% | +229.0% |
| All | +833.7% | +312.8% | +520.9% | +244.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling