+791.4%
INSM vs ESI
+226.4%
+565.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +2.8% | +5.4% | -2.6% | +0.7% |
| 30D | -4.7% | -4.2% | -0.5% | -3.4% |
| 3M | +32.6% | -9.6% | +42.2% | +36.1% |
| 6M | -10.9% | +18.3% | -29.2% | -18.4% |
| YTD | -28.2% | +45.8% | -74.1% | -40.1% |
| 1Y | -14.9% | +39.2% | -54.0% | -28.2% |
| 3Y | +375.6% | +86.3% | +289.3% | +241.1% |
| 5Y | +349.1% | +76.2% | +272.9% | +223.5% |
| 10Y | +796.6% | +306.8% | +489.8% | +331.2% |
| All | +791.4% | +226.4% | +565.0% | +489.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling