-25.1%
CIEN vs INSM
-21.9%
-3.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.4% |
| 7D | -5.3% | +2.8% | -8.1% | -5.5% |
| 30D | -17.2% | -4.7% | -12.5% | -17.0% |
| 3M | -26.9% | +32.6% | -59.5% | -28.8% |
| 6M | +16.0% | -10.9% | +26.9% | +16.1% |
| YTD | +45.9% | -28.2% | +74.2% | +48.5% |
| 1Y | +186.8% | -14.9% | +201.7% | +187.3% |
| 3Y | +607.8% | +375.6% | +232.2% | +496.1% |
| 5Y | +506.7% | +349.1% | +157.7% | +404.6% |
| 10Y | +1,438.7% | +796.6% | +642.2% | +1,020.7% |
| All | -25.1% | -21.9% | -3.2% | -51.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling