+367.9%
INSM vs EVRG
+48.0%
+319.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | -2.2% | -1.2% | -0.9% | -1.9% |
| 3M | +33.8% | -0.6% | +34.4% | +33.8% |
| 6M | -7.2% | +2.4% | -9.6% | -8.1% |
| YTD | -25.6% | +15.5% | -41.1% | -29.2% |
| 1Y | -11.2% | +16.8% | -28.1% | -15.7% |
| 3Y | +388.3% | +75.0% | +313.3% | +312.4% |
| All | +367.9% | +48.0% | +319.8% | +332.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling