+388.3%
INSM vs EWJ
+73.0%
+315.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.5% |
| 7D | +2.5% | +0.3% | +2.2% | +2.3% |
| 30D | -2.2% | +0.8% | -3.0% | -2.6% |
| 3M | +33.8% | +7.5% | +26.3% | +28.0% |
| 6M | -7.2% | +15.6% | -22.8% | -14.3% |
| YTD | -25.6% | +22.7% | -48.4% | -33.7% |
| 1Y | -11.2% | +26.4% | -37.7% | -22.3% |
| 3Y | +388.3% | +72.5% | +315.8% | +252.5% |
| All | +388.3% | +73.0% | +315.3% | +252.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 3y: compounded portfolio wealth divided by compounded EWJ 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…
3y analysis · Full analysis span regression · 6 months rolling