+388.3%
INSM vs ELV
-2.5%
+390.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.2% |
| 7D | +2.5% | +2.8% | -0.3% | +2.3% |
| 30D | -2.2% | +4.9% | -7.1% | -2.4% |
| 3M | +33.8% | +4.9% | +28.9% | +33.4% |
| 6M | -7.2% | +45.1% | -52.2% | -8.3% |
| YTD | -25.6% | +20.7% | -46.3% | -26.3% |
| 1Y | -11.2% | +35.0% | -46.3% | -12.7% |
| 3Y | +388.3% | -2.4% | +390.8% | +368.6% |
| All | +388.3% | -2.5% | +390.9% | +368.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling