+732.6%
INSM vs ELF
+334.6%
+398.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.3% |
| 7D | +2.8% | -1.2% | +3.9% | +3.0% |
| 30D | -4.7% | +5.9% | -10.6% | -5.8% |
| 3M | +32.6% | +99.5% | -66.9% | +17.3% |
| 6M | -10.9% | +26.5% | -37.4% | -15.4% |
| YTD | -28.2% | +37.2% | -65.4% | -33.3% |
| 1Y | -14.9% | -24.4% | +9.6% | -13.9% |
| 3Y | +375.6% | -23.3% | +398.9% | +340.8% |
| 5Y | +349.1% | +245.2% | +103.9% | +179.6% |
| All | +732.6% | +334.6% | +398.0% | +329.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling