-21.9%
INSM vs ETR
+1,883.6%
-1,905.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.6% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | -4.4% | +2.0% | -6.5% | -5.1% |
| 3M | +30.0% | -1.7% | +31.7% | +30.5% |
| 6M | -10.0% | +3.6% | -13.6% | -11.4% |
| YTD | -26.0% | +18.0% | -44.0% | -30.3% |
| 1Y | -12.5% | +26.2% | -38.7% | -19.6% |
| 3Y | +390.5% | +148.0% | +242.5% | +249.5% |
| 5Y | +357.7% | +126.1% | +231.7% | +231.7% |
| 10Y | +877.2% | +302.3% | +575.0% | +477.8% |
| All | -21.9% | +1,883.6% | -1,905.6% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling