-23.5%
INSM vs EL
+532.7%
-556.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -1.3% |
| 7D | +6.5% | +0.8% | +5.7% | +6.2% |
| 30D | +27.5% | +19.8% | +7.7% | +19.3% |
| 3M | +20.4% | +25.7% | -5.3% | +10.3% |
| 6M | -15.7% | +5.4% | -21.2% | -19.1% |
| YTD | -27.4% | +0.2% | -27.7% | -30.1% |
| 1Y | -11.4% | +20.4% | -31.8% | -20.8% |
| 3Y | +457.8% | -32.1% | +490.0% | +462.1% |
| 5Y | +343.0% | -67.2% | +410.2% | +484.0% |
| 10Y | +848.1% | +31.7% | +816.4% | +635.9% |
| All | -23.5% | +532.7% | -556.2% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling