+833.7%
INSM vs EL
+26.1%
+807.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +2.5% | -6.5% | +9.0% | +4.6% |
| 30D | -2.2% | +11.1% | -13.3% | -5.9% |
| 3M | +33.8% | +10.7% | +23.1% | +28.0% |
| 6M | -7.2% | +6.9% | -14.0% | -11.2% |
| YTD | -25.6% | -6.3% | -19.4% | -26.7% |
| 1Y | -11.2% | +13.5% | -24.7% | -19.3% |
| 3Y | +388.3% | -33.1% | +421.4% | +405.4% |
| 5Y | +376.6% | -68.8% | +445.4% | +628.5% |
| All | +833.7% | +26.1% | +807.6% | +568.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling