-11.4%
INSM vs ELF
-17.5%
+6.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | +6.5% | +5.4% | +1.2% | +5.9% |
| 30D | +27.5% | +27.0% | +0.6% | +24.4% |
| 3M | +20.4% | +113.2% | -92.8% | +13.2% |
| 6M | -15.7% | +36.6% | -52.3% | -18.7% |
| YTD | -27.4% | +44.2% | -71.7% | -30.3% |
| 1Y | -11.4% | -18.0% | +6.6% | -13.4% |
| All | -11.4% | -17.5% | +6.1% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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