+4,534.0%
CNC vs INSM
+259.5%
+4,274.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | -0.9% | +2.5% | -3.4% | -1.0% |
| 30D | -1.0% | -2.2% | +1.2% | -0.9% |
| 3M | +4.5% | +33.8% | -29.3% | +2.8% |
| 6M | +85.2% | -7.2% | +92.4% | +84.7% |
| YTD | +61.4% | -25.6% | +87.1% | +62.4% |
| 1Y | +94.9% | -11.2% | +106.1% | +94.1% |
| 3Y | 0.0% | +388.3% | -388.3% | -11.0% |
| 5Y | +11.2% | +376.6% | -365.4% | -2.1% |
| 10Y | +98.7% | +881.9% | -783.2% | +62.5% |
| All | +4,534.0% | +259.5% | +4,274.5% | +3,793.4% |
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 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