+357.7%
INSM vs ESTC
-46.4%
+404.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.5% |
| 7D | +1.7% | -3.3% | +5.1% | +2.2% |
| 30D | -4.4% | +13.4% | -17.9% | -7.4% |
| 3M | +30.0% | +41.3% | -11.3% | +20.4% |
| 6M | -10.0% | +62.6% | -72.6% | -19.7% |
| YTD | -26.0% | +14.8% | -40.8% | -29.6% |
| 1Y | -12.5% | -5.1% | -7.4% | -14.0% |
| 3Y | +390.5% | +11.2% | +379.3% | +316.0% |
| 5Y | +357.7% | -47.0% | +404.7% | +326.0% |
| All | +357.7% | -46.4% | +404.1% | +326.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling