+1,069.9%
CI vs INSM
-21.1%
+1,091.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +1.3% | +6.5% | -5.2% | +1.0% |
| 30D | +4.4% | +27.5% | -23.1% | +2.9% |
| 3M | +0.7% | +20.4% | -19.7% | -0.6% |
| 6M | +0.3% | -15.7% | +16.1% | +0.6% |
| YTD | +3.8% | -27.4% | +31.2% | +4.7% |
| 1Y | -5.5% | -11.4% | +5.9% | -6.0% |
| 3Y | +8.1% | +457.8% | -449.7% | -5.7% |
| 5Y | +42.8% | +343.0% | -300.2% | +24.5% |
| 10Y | +143.9% | +848.1% | -704.2% | +94.0% |
| All | +1,069.9% | -21.1% | +1,091.0% | +686.3% |
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