+380.3%
INSM vs ESI
+73.2%
+307.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.2% |
| 7D | +0.5% | -2.3% | +2.8% | +0.9% |
| 30D | -4.0% | -9.0% | +5.0% | -2.2% |
| 3M | +38.5% | -13.3% | +51.8% | +41.4% |
| 6M | -11.5% | +5.3% | -16.8% | -12.9% |
| YTD | -26.9% | +37.6% | -64.5% | -31.6% |
| 1Y | -12.8% | +33.6% | -46.4% | -18.3% |
| All | +380.3% | +73.2% | +307.1% | +317.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling