+19.6%
CME vs INSM
-40.6%
+60.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.3% | -3.9% | +1.4% |
| 7D | +4.8% | +13.4% | -8.6% | +4.8% |
| 30D | +14.2% | +5.9% | +8.2% | +14.1% |
| 3M | +17.9% | +11.4% | +6.5% | +17.3% |
| 6M | +7.2% | -21.4% | +28.7% | +8.3% |
| YTD | +16.7% | -36.8% | +53.5% | +20.4% |
| 1Y | +19.6% | -39.8% | +59.4% | +26.4% |
| All | +19.6% | -40.6% | +60.2% | +26.4% |
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