+556.1%
CL vs INSM
-25.3%
+581.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | +0.1% |
| 7D | +2.6% | +14.4% | -11.8% | +2.3% |
| 30D | +11.8% | +18.8% | -7.0% | +11.3% |
| 3M | +5.9% | -11.3% | +17.2% | +6.1% |
| 6M | +13.3% | +17.9% | -4.6% | +12.6% |
| YTD | +27.1% | -31.3% | +58.5% | +27.7% |
| 1Y | +28.0% | -37.7% | +65.7% | +28.9% |
| 3Y | +39.4% | +403.1% | -363.7% | +31.7% |
| 5Y | +40.8% | +279.3% | -238.6% | +33.1% |
| 10Y | +84.9% | +740.9% | -656.0% | +66.2% |
| All | +556.1% | -25.3% | +581.4% | +419.5% |
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