-21.9%
INSM vs EVRG
+1,596.6%
-1,618.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.4% | +3.5% |
| 7D | +1.7% | +0.6% | +1.2% | +1.5% |
| 30D | -4.4% | -0.2% | -4.2% | -4.4% |
| 3M | +30.0% | -0.5% | +30.5% | +30.0% |
| 6M | -10.0% | +0.2% | -10.2% | -10.5% |
| YTD | -26.0% | +14.9% | -40.9% | -29.7% |
| 1Y | -12.5% | +18.2% | -30.7% | -17.6% |
| 3Y | +390.5% | +70.2% | +320.3% | +308.0% |
| 5Y | +357.7% | +45.3% | +312.4% | +297.3% |
| 10Y | +877.2% | +112.4% | +764.8% | +640.3% |
| All | -21.9% | +1,596.6% | -1,618.6% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling