+386.0%
INSM vs EL
-32.9%
+418.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +6.0% | +3.4% |
| 7D | +1.7% | -2.4% | +4.1% | +1.9% |
| 30D | -4.4% | +13.7% | -18.1% | -5.5% |
| 3M | +30.0% | +14.5% | +15.6% | +28.4% |
| 6M | -10.0% | +7.4% | -17.4% | -11.0% |
| YTD | -26.0% | -4.7% | -21.3% | -26.2% |
| 1Y | -12.5% | +12.9% | -25.4% | -14.4% |
| All | +386.0% | -32.9% | +418.9% | +355.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling