+208.9%
INSM vs ELV
+2,378.1%
-2,169.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.5% |
| 7D | +1.7% | -2.2% | +3.9% | +2.4% |
| 30D | -4.4% | -0.2% | -4.2% | -4.4% |
| 3M | +30.0% | -6.1% | +36.2% | +31.9% |
| 6M | -10.0% | +42.8% | -52.8% | -19.8% |
| YTD | -26.0% | +14.4% | -40.4% | -30.2% |
| 1Y | -12.5% | +28.6% | -41.1% | -20.8% |
| 3Y | +390.5% | -7.4% | +397.9% | +377.1% |
| 5Y | +357.7% | +14.5% | +343.2% | +308.4% |
| 10Y | +877.2% | +257.4% | +619.8% | +518.7% |
| All | +208.9% | +2,378.1% | -2,169.2% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling