+367.9%
INSM vs ET
+241.8%
+126.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | +2.5% | +0.2% | +2.2% | +2.4% |
| 30D | -2.2% | +2.9% | -5.0% | -3.5% |
| 3M | +33.8% | +16.8% | +17.0% | +24.6% |
| 6M | -7.2% | +18.9% | -26.0% | -14.4% |
| YTD | -25.6% | +37.7% | -63.3% | -36.1% |
| 1Y | -11.2% | +32.4% | -43.7% | -22.4% |
| 3Y | +388.3% | +99.5% | +288.9% | +245.2% |
| All | +367.9% | +241.8% | +126.1% | +173.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling