-11.2%
INSM vs ETR
+21.8%
-33.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +2.5% | -1.8% | +4.3% | +2.9% |
| 30D | -2.2% | -1.8% | -0.4% | -1.7% |
| 3M | +33.8% | -3.6% | +37.4% | +35.0% |
| 6M | -7.2% | +2.6% | -9.8% | -7.5% |
| YTD | -25.6% | +16.0% | -41.7% | -28.6% |
| 1Y | -11.2% | +20.1% | -31.4% | -15.0% |
| All | -11.2% | +21.8% | -33.0% | -15.0% |
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