+368.8%
INSM vs ESI
+66.0%
+302.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | +0.3% |
| 7D | +0.5% | -2.3% | +2.8% | +1.2% |
| 30D | -4.0% | -9.0% | +5.0% | -1.3% |
| 3M | +38.5% | -13.3% | +51.8% | +43.0% |
| 6M | -11.5% | +5.3% | -16.8% | -14.6% |
| YTD | -26.9% | +37.6% | -64.5% | -36.0% |
| 1Y | -12.8% | +33.6% | -46.4% | -23.4% |
| 3Y | +384.7% | +75.8% | +308.9% | +262.5% |
| 5Y | +368.8% | +68.6% | +300.2% | +251.3% |
| All | +368.8% | +66.0% | +302.8% | +251.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling