+48.9%
CIEN vs INSM
-40.6%
+89.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.3% | -14.6% | -9.9% |
| 7D | -25.0% | +13.4% | -38.5% | -26.6% |
| 30D | -30.1% | +5.9% | -36.1% | -30.7% |
| 3M | -33.8% | +11.4% | -45.2% | -35.8% |
| 6M | -49.4% | -21.4% | -28.0% | -46.4% |
| YTD | +16.4% | -36.8% | +53.2% | +28.8% |
| 1Y | +48.9% | -39.8% | +88.7% | +45.9% |
| All | +48.9% | -40.6% | +89.5% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling