+406.9%
INSM vs ESTC
+14.8%
+392.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | +5.9% | +2.4% | +3.5% | +5.9% |
| 30D | +23.9% | -4.2% | +28.1% | +23.8% |
| 3M | -4.1% | +2.5% | -6.6% | -4.2% |
| 6M | +2.7% | +81.5% | -78.8% | +0.9% |
| YTD | -30.4% | +16.8% | -47.2% | -30.2% |
| 1Y | -36.6% | -3.5% | -33.1% | -35.7% |
| 3Y | +406.9% | +17.7% | +389.2% | +380.5% |
| All | +406.9% | +14.8% | +392.2% | +380.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling