+246.7%
CB vs INSM
+750.4%
-503.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.3% |
| 7D | -1.0% | +9.8% | -10.8% | -1.3% |
| 30D | +7.3% | +22.5% | -15.2% | +6.6% |
| 3M | +7.0% | -8.9% | +15.9% | +7.2% |
| 6M | +16.3% | +16.2% | +0.1% | +15.4% |
| YTD | +19.7% | -30.6% | +50.4% | +20.5% |
| 1Y | +27.8% | -37.7% | +65.5% | +28.9% |
| 3Y | +72.0% | +408.4% | -336.4% | +59.0% |
| 5Y | +104.9% | +279.6% | -174.7% | +89.5% |
| 10Y | +246.7% | +735.6% | -488.9% | +219.1% |
| All | +246.7% | +750.4% | -503.6% | +219.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling