+142.2%
CI vs INSM
+708.7%
-566.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.6% |
| 7D | -1.7% | +8.6% | -10.3% | -2.2% |
| 30D | +4.9% | +22.0% | -17.1% | +3.6% |
| 3M | +7.4% | -10.7% | +18.1% | +7.9% |
| 6M | +0.4% | +1.8% | -1.4% | -0.3% |
| YTD | +9.5% | -32.2% | +41.6% | +10.8% |
| 1Y | +12.0% | -39.3% | +51.2% | +13.9% |
| 3Y | +7.1% | +397.1% | -390.0% | -9.0% |
| 5Y | +49.3% | +270.6% | -221.3% | +27.4% |
| All | +142.2% | +708.7% | -566.5% | +88.8% |
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 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