+388.3%
INSM vs ET
+96.2%
+292.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +2.5% | +0.2% | +2.2% | +2.4% |
| 30D | -2.2% | +2.9% | -5.0% | -3.4% |
| 3M | +33.8% | +16.8% | +17.0% | +25.2% |
| 6M | -7.2% | +18.9% | -26.0% | -13.8% |
| YTD | -25.6% | +37.7% | -63.3% | -35.4% |
| 1Y | -11.2% | +32.4% | -43.7% | -21.6% |
| 3Y | +388.3% | +99.5% | +288.9% | +257.1% |
| All | +388.3% | +96.2% | +292.2% | +257.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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