+142.3%
CI vs INSM
+868.6%
-726.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | +3.1% | -4.0% | +7.1% | +3.3% |
| 3M | -4.5% | +38.5% | -43.0% | -6.6% |
| 6M | +8.3% | -11.5% | +19.8% | +8.2% |
| YTD | +3.8% | -26.9% | +30.7% | +4.8% |
| 1Y | -5.0% | -12.8% | +7.8% | -5.6% |
| 3Y | +5.8% | +384.7% | -378.9% | -10.2% |
| 5Y | +50.6% | +368.8% | -318.2% | +25.3% |
| All | +142.3% | +868.6% | -726.4% | +81.1% |
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