+380.3%
INSM vs ELF
-30.3%
+410.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.8% |
| 7D | +0.5% | -10.8% | +11.3% | +1.6% |
| 30D | -4.0% | +0.8% | -4.8% | -4.1% |
| 3M | +38.5% | +64.8% | -26.2% | +32.3% |
| 6M | -11.5% | +19.0% | -30.5% | -13.4% |
| YTD | -26.9% | +25.9% | -52.8% | -29.0% |
| 1Y | -12.8% | -28.8% | +16.0% | -12.0% |
| All | +380.3% | -30.3% | +410.6% | +367.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling