+494.0%
COF vs INSM
-20.5%
+514.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | -6.1% | +0.5% | -6.5% | -6.1% |
| 30D | -5.2% | -4.0% | -1.2% | -5.0% |
| 3M | +17.0% | +38.5% | -21.5% | +14.5% |
| 6M | +12.9% | -11.5% | +24.4% | +12.8% |
| YTD | -13.5% | -26.9% | +13.3% | -12.7% |
| 1Y | -5.9% | -12.8% | +6.9% | -6.1% |
| 3Y | +117.1% | +384.7% | -267.6% | +91.5% |
| 5Y | +45.4% | +368.8% | -323.4% | +27.0% |
| 10Y | +244.1% | +865.7% | -621.6% | +179.6% |
| All | +494.0% | -20.5% | +514.5% | +332.8% |
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