+833.7%
INSM vs ELV
+280.2%
+553.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +2.5% | +3.2% | -0.7% | +1.2% |
| 30D | -2.2% | +5.4% | -7.5% | -4.2% |
| 3M | +33.8% | +5.4% | +28.4% | +30.3% |
| 6M | -7.2% | +45.7% | -52.9% | -20.2% |
| YTD | -25.6% | +21.2% | -46.8% | -32.5% |
| 1Y | -11.2% | +35.6% | -46.9% | -23.5% |
| 3Y | +388.3% | -2.0% | +390.3% | +360.4% |
| 5Y | +376.6% | +26.0% | +350.6% | +279.8% |
| All | +833.7% | +280.2% | +553.5% | +327.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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