+76.1%
CME vs INSM
+365.8%
-289.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.8% |
| 7D | -0.6% | +1.7% | -2.4% | -0.6% |
| 30D | +4.7% | -4.4% | +9.1% | +4.7% |
| 3M | +7.8% | +30.0% | -22.2% | +7.7% |
| 6M | -11.0% | -10.0% | -1.0% | -11.0% |
| YTD | +4.0% | -26.0% | +30.0% | +4.1% |
| 1Y | +9.1% | -12.5% | +21.6% | +9.2% |
| 3Y | +52.3% | +390.5% | -338.2% | +52.9% |
| 5Y | +76.1% | +357.7% | -281.6% | +74.2% |
| All | +76.1% | +365.8% | -289.7% | +74.2% |
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