+1,489.4%
CDNS vs INSM
-21.9%
+1,511.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.9% |
| 7D | -9.2% | +2.8% | -12.0% | -9.4% |
| 30D | -16.3% | -4.7% | -11.5% | -16.1% |
| 3M | -27.9% | +32.6% | -60.6% | -29.4% |
| 6M | -4.3% | -10.9% | +6.6% | -4.4% |
| YTD | -9.1% | -28.2% | +19.1% | -8.2% |
| 1Y | -21.2% | -14.9% | -6.4% | -21.4% |
| 3Y | +19.4% | +375.6% | -356.2% | +4.7% |
| 5Y | +71.6% | +349.1% | -277.5% | +49.5% |
| 10Y | +1,005.1% | +796.6% | +208.5% | +786.8% |
| All | +1,489.4% | -21.9% | +1,511.4% | +1,040.8% |
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