-21.9%
INSM vs EWJ
+160.8%
-182.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.7% |
| 7D | +1.7% | +1.0% | +0.7% | +1.1% |
| 30D | -4.4% | +1.0% | -5.4% | -5.0% |
| 3M | +30.0% | +7.2% | +22.8% | +24.7% |
| 6M | -10.0% | +13.9% | -23.9% | -16.3% |
| YTD | -26.0% | +20.8% | -46.8% | -33.6% |
| 1Y | -12.5% | +26.4% | -38.9% | -23.5% |
| 3Y | +390.5% | +71.8% | +318.7% | +258.9% |
| 5Y | +357.7% | +49.9% | +307.8% | +261.1% |
| 10Y | +877.2% | +140.0% | +737.3% | +535.4% |
| All | -21.9% | +160.8% | -182.7% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling