+762.7%
INSM vs ELF
+303.8%
+458.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | +2.5% | -11.6% | +14.1% | +4.6% |
| 30D | -2.2% | +4.6% | -6.8% | -3.0% |
| 3M | +33.8% | +59.7% | -25.9% | +23.0% |
| 6M | -7.2% | +21.2% | -28.4% | -11.2% |
| YTD | -25.6% | +27.4% | -53.1% | -30.0% |
| 1Y | -11.2% | -29.8% | +18.6% | -9.1% |
| 3Y | +388.3% | -28.5% | +416.8% | +357.7% |
| 5Y | +376.6% | +220.0% | +156.6% | +200.6% |
| All | +762.7% | +303.8% | +458.9% | +350.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling