-36.6%
INSM vs ESTC
-3.5%
-33.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.5% |
| 7D | +5.9% | +2.4% | +3.5% | +6.1% |
| 30D | +23.9% | -4.2% | +28.1% | +23.3% |
| 3M | -4.1% | +2.5% | -6.6% | -3.6% |
| 6M | +2.7% | +81.5% | -78.8% | +9.3% |
| YTD | -30.4% | +16.8% | -47.2% | -27.4% |
| 1Y | -36.6% | -3.5% | -33.1% | -33.9% |
| All | -36.6% | -3.5% | -33.0% | -33.9% |
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