-11.4%
INSM vs ETHA
-44.4%
+33.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.1% |
| 7D | +6.5% | +0.8% | +5.7% | +6.4% |
| 30D | +27.5% | +27.9% | -0.4% | +24.2% |
| 3M | +20.4% | +38.3% | -17.9% | +15.9% |
| 6M | -15.7% | +14.0% | -29.7% | -17.4% |
| YTD | -27.4% | -17.4% | -10.0% | -27.7% |
| 1Y | -11.4% | -42.7% | +31.3% | -10.5% |
| All | -11.4% | -44.4% | +33.0% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling