+406.9%
INSM vs ELF
+24.2%
+382.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +2.2% |
| 7D | +5.9% | +1.6% | +4.3% | +5.7% |
| 30D | +23.9% | +9.1% | +14.8% | +22.8% |
| 3M | -4.1% | +28.2% | -32.3% | -6.6% |
| 6M | +2.7% | +119.5% | -116.9% | -5.0% |
| YTD | -30.4% | +55.2% | -85.5% | -33.9% |
| 1Y | -36.6% | +58.6% | -95.1% | -39.9% |
| 3Y | +406.9% | +21.3% | +385.7% | +298.6% |
| All | +406.9% | +24.2% | +382.7% | +298.6% |
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