-11.4%
INSM vs EVRG
+17.4%
-28.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +6.5% | +1.1% | +5.4% | +6.5% |
| 30D | +27.5% | -1.0% | +28.6% | +27.6% |
| 3M | +20.4% | +0.4% | +20.0% | +20.2% |
| 6M | -15.7% | -0.8% | -14.9% | -15.4% |
| YTD | -27.4% | +15.3% | -42.8% | -30.1% |
| 1Y | -11.4% | +17.9% | -29.3% | -13.0% |
| All | -11.4% | +17.4% | -28.8% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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