+367.9%
INSM vs EWJ
+50.5%
+317.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.2% |
| 7D | +2.5% | +0.3% | +2.2% | +2.3% |
| 30D | -2.2% | +0.8% | -3.0% | -2.8% |
| 3M | +33.8% | +7.5% | +26.3% | +26.3% |
| 6M | -7.2% | +15.6% | -22.8% | -16.5% |
| YTD | -25.6% | +22.7% | -48.4% | -36.3% |
| 1Y | -11.2% | +26.4% | -37.7% | -25.8% |
| 3Y | +388.3% | +72.5% | +315.8% | +206.7% |
| All | +367.9% | +50.5% | +317.3% | +247.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling