+6,706.3%
CME vs INSM
+1,947.4%
+4,759.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | -2.9% | +2.8% | -5.7% | -3.0% |
| 30D | +5.5% | -4.7% | +10.3% | +5.7% |
| 3M | +11.0% | +32.6% | -21.7% | +9.4% |
| 6M | -9.7% | -10.9% | +1.2% | -9.8% |
| YTD | +4.9% | -28.2% | +33.1% | +5.6% |
| 1Y | +10.1% | -14.9% | +24.9% | +10.0% |
| 3Y | +53.5% | +375.6% | -322.1% | +39.1% |
| 5Y | +77.2% | +349.1% | -271.9% | +59.0% |
| 10Y | +282.1% | +796.6% | -514.4% | +215.8% |
| All | +6,706.3% | +1,947.4% | +4,759.0% | +4,855.3% |
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