+367.9%
INSM vs ETSY
-66.2%
+434.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.4% |
| 7D | +2.5% | -4.9% | +7.4% | +3.4% |
| 30D | -2.2% | -8.6% | +6.5% | -0.8% |
| 3M | +33.8% | +4.8% | +29.0% | +31.0% |
| 6M | -7.2% | +38.1% | -45.3% | -14.9% |
| YTD | -25.6% | +31.2% | -56.9% | -31.6% |
| 1Y | -11.2% | +22.1% | -33.3% | -18.4% |
| 3Y | +388.3% | +12.2% | +376.1% | +336.0% |
| All | +367.9% | -66.2% | +434.1% | +471.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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