+388.3%
INSM vs ELAN
+99.1%
+289.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.4% |
| 7D | +2.5% | -5.4% | +7.9% | +3.5% |
| 30D | -2.2% | +4.7% | -6.9% | -3.0% |
| 3M | +33.8% | -3.7% | +37.5% | +33.2% |
| 6M | -7.2% | -1.2% | -6.0% | -7.7% |
| YTD | -25.6% | +2.4% | -28.0% | -26.8% |
| 1Y | -11.2% | +23.4% | -34.6% | -16.0% |
| 3Y | +388.3% | +96.7% | +291.7% | +312.4% |
| All | +388.3% | +99.1% | +289.3% | +312.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling