+1,932.9%
CB vs INSM
-21.1%
+1,953.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +0.5% | +6.5% | -6.0% | +0.2% |
| 30D | -3.1% | +27.5% | -30.6% | -4.2% |
| 3M | +9.0% | +20.4% | -11.4% | +7.8% |
| 6M | +2.9% | -15.7% | +18.6% | +3.0% |
| YTD | +10.1% | -27.4% | +37.5% | +10.8% |
| 1Y | +22.8% | -11.4% | +34.2% | +22.4% |
| 3Y | +73.8% | +457.8% | -384.0% | +56.8% |
| 5Y | +99.2% | +343.0% | -243.8% | +79.7% |
| 10Y | +218.2% | +848.1% | -629.9% | +164.8% |
| All | +1,932.9% | -21.1% | +1,953.9% | +1,232.6% |
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