+2.7%
INSM vs ELF
+111.9%
-109.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +1.7% |
| 7D | +5.9% | +1.6% | +4.3% | +5.5% |
| 30D | +23.9% | +9.1% | +14.8% | +21.1% |
| 3M | -4.1% | +28.2% | -32.3% | -10.2% |
| 6M | +2.7% | +119.5% | -116.9% | -12.4% |
| All | +2.7% | +111.9% | -109.2% | -12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling