+1,500.5%
CIEN vs INSM
+884.9%
+615.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.3% |
| 7D | +8.9% | +2.5% | +6.4% | +8.6% |
| 30D | -19.1% | -2.2% | -16.9% | -19.0% |
| 3M | -21.5% | +33.8% | -55.3% | -23.9% |
| 6M | +2.8% | -7.2% | +10.0% | +2.5% |
| YTD | +49.5% | -25.6% | +75.1% | +51.9% |
| 1Y | +163.8% | -11.2% | +175.0% | +163.4% |
| 3Y | +615.8% | +388.3% | +227.5% | +495.7% |
| 5Y | +548.4% | +376.6% | +171.7% | +428.1% |
| All | +1,500.5% | +884.9% | +615.6% | +1,129.0% |
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