-39.8%
INSM vs ESTC
+1.6%
-41.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.2% | +5.2% |
| 7D | +13.4% | -15.9% | +29.3% | +11.8% |
| 30D | +5.9% | -5.5% | +11.5% | +5.4% |
| 3M | +11.4% | +26.2% | -14.8% | +13.9% |
| 6M | -21.4% | +77.0% | -98.5% | -16.7% |
| YTD | -36.8% | +18.9% | -55.7% | -33.7% |
| 1Y | -39.8% | +1.3% | -41.1% | -35.9% |
| All | -39.8% | +1.6% | -41.4% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling