+70.3%
INSM vs ETHA
-27.9%
+98.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.6% | +1.3% |
| 7D | +2.5% | +3.5% | -1.0% | +2.1% |
| 30D | -2.2% | +35.3% | -37.5% | -5.5% |
| 3M | +33.8% | +50.9% | -17.1% | +27.2% |
| 6M | -7.2% | +22.1% | -29.3% | -9.6% |
| YTD | -25.6% | -14.6% | -11.1% | -25.4% |
| 1Y | -11.2% | -42.8% | +31.6% | -7.8% |
| All | +70.3% | -27.9% | +98.2% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling