+9.6%
CI vs INSM
+410.0%
-400.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +2.6% |
| 7D | +2.6% | +14.4% | -11.8% | +2.7% |
| 30D | +7.3% | +18.8% | -11.4% | +7.5% |
| 3M | +9.5% | -11.3% | +20.8% | +9.3% |
| 6M | +6.4% | +17.9% | -11.5% | +6.7% |
| YTD | +12.0% | -31.3% | +43.3% | +11.4% |
| 1Y | +20.1% | -37.7% | +57.8% | +19.2% |
| 3Y | +9.6% | +403.1% | -393.5% | +29.8% |
| All | +9.6% | +410.0% | -400.4% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling