+197.7%
INSM vs EXE
+192.2%
+5.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +2.8% | -1.8% | +4.6% | +3.2% |
| 30D | -4.7% | +6.4% | -11.1% | -6.2% |
| 3M | +32.6% | +9.2% | +23.4% | +29.6% |
| 6M | -10.9% | -7.0% | -3.9% | -9.7% |
| YTD | -28.2% | -9.5% | -18.8% | -27.1% |
| 1Y | -14.9% | +6.2% | -21.1% | -17.1% |
| 3Y | +375.6% | +20.7% | +354.9% | +342.1% |
| 5Y | +349.1% | +103.6% | +245.4% | +253.8% |
| All | +197.7% | +192.2% | +5.5% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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