+1,026.7%
CDNS vs INSM
+868.6%
+158.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -6.5% | +0.5% | -7.0% | -6.6% |
| 30D | -13.0% | -4.0% | -9.0% | -12.8% |
| 3M | -26.0% | +38.5% | -64.5% | -28.4% |
| 6M | -2.8% | -11.5% | +8.7% | -2.9% |
| YTD | -8.8% | -26.9% | +18.0% | -7.6% |
| 1Y | -15.8% | -12.8% | -3.0% | -16.3% |
| 3Y | +19.7% | +384.7% | -365.0% | -1.6% |
| 5Y | +70.8% | +368.8% | -298.0% | +37.8% |
| All | +1,026.7% | +868.6% | +158.1% | +773.7% |
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