-50.1%
C vs INSM
-27.4%
-22.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.3% |
| 7D | -0.9% | +6.2% | -7.1% | -1.3% |
| 30D | -5.4% | +15.4% | -20.8% | -6.4% |
| 3M | -9.2% | -11.4% | +2.3% | -8.5% |
| 6M | -1.8% | +14.6% | -16.4% | -3.5% |
| YTD | +6.7% | -33.3% | +40.0% | +8.5% |
| 1Y | +23.5% | -38.8% | +62.3% | +26.1% |
| 3Y | +219.8% | +395.7% | -175.9% | +169.4% |
| 5Y | +112.4% | +258.9% | -146.5% | +80.4% |
| 10Y | +220.1% | +754.3% | -534.2% | +139.7% |
| All | -50.1% | -27.4% | -22.7% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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