+520.6%
CIEN vs INSM
+352.6%
+168.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | +5.4% | +0.5% | +4.9% | +5.3% |
| 30D | -13.7% | -4.0% | -9.7% | -13.4% |
| 3M | -23.0% | +38.5% | -61.6% | -25.4% |
| 6M | -0.8% | -11.5% | +10.7% | -0.7% |
| YTD | +43.1% | -26.9% | +69.9% | +45.2% |
| 1Y | +157.6% | -12.8% | +170.4% | +157.7% |
| 3Y | +593.8% | +384.7% | +209.1% | +516.9% |
| 5Y | +520.6% | +368.8% | +151.8% | +417.8% |
| All | +520.6% | +352.6% | +168.0% | +417.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling