+367.9%
INSM vs ETR
+122.3%
+245.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +2.5% | -1.8% | +4.3% | +2.7% |
| 30D | -2.2% | -1.8% | -0.4% | -2.0% |
| 3M | +33.8% | -3.6% | +37.4% | +34.4% |
| 6M | -7.2% | +2.6% | -9.8% | -7.4% |
| YTD | -25.6% | +16.0% | -41.7% | -26.8% |
| 1Y | -11.2% | +20.1% | -31.4% | -13.0% |
| 3Y | +388.3% | +143.6% | +244.8% | +348.7% |
| All | +367.9% | +122.3% | +245.6% | +357.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling