-11.4%
INSM vs ELAN
+41.2%
-52.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +6.5% | +1.6% | +4.9% | +6.3% |
| 30D | +27.5% | -6.6% | +34.1% | +28.3% |
| 3M | +20.4% | -0.8% | +21.2% | +18.7% |
| 6M | -15.7% | +0.2% | -16.0% | -15.6% |
| YTD | -27.4% | +8.3% | -35.7% | -28.0% |
| 1Y | -11.4% | +40.2% | -51.6% | -14.8% |
| All | -11.4% | +41.2% | -52.6% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling