-11.4%
INSM vs ETR
+23.8%
-35.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +6.5% | +1.4% | +5.1% | +6.1% |
| 30D | +27.5% | +1.0% | +26.6% | +27.2% |
| 3M | +20.4% | -1.3% | +21.6% | +20.5% |
| 6M | -15.7% | +1.9% | -17.6% | -15.8% |
| YTD | -27.4% | +18.2% | -45.6% | -30.1% |
| 1Y | -11.4% | +24.7% | -36.1% | -15.2% |
| All | -11.4% | +23.8% | -35.2% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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