+5,556.5%
CNQ vs INSM
-19.1%
+5,575.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.6% |
| 7D | +0.1% | +2.5% | -2.4% | 0.0% |
| 30D | +6.2% | -2.2% | +8.4% | +6.3% |
| 3M | +12.4% | +33.8% | -21.4% | +10.2% |
| 6M | +9.0% | -7.2% | +16.2% | +8.7% |
| YTD | +52.2% | -25.6% | +77.9% | +53.5% |
| 1Y | +65.0% | -11.2% | +76.3% | +64.4% |
| 3Y | +78.8% | +388.3% | -309.5% | +56.6% |
| 5Y | +286.0% | +376.6% | -90.7% | +233.9% |
| 10Y | +420.7% | +881.9% | -461.1% | +320.3% |
| All | +5,556.5% | -19.1% | +5,575.7% | +4,036.4% |
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