+830.2%
COHR vs INSM
+392.8%
+437.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +4.0% |
| 7D | +8.3% | +2.5% | +5.9% | +8.2% |
| 30D | -14.1% | -2.2% | -12.0% | -14.0% |
| 3M | -16.0% | +33.8% | -49.8% | -18.0% |
| 6M | +21.5% | -7.2% | +28.6% | +21.2% |
| YTD | +65.4% | -25.6% | +91.1% | +67.2% |
| 1Y | +195.0% | -11.2% | +206.3% | +194.1% |
| 3Y | +830.2% | +388.3% | +441.8% | +797.9% |
| All | +830.2% | +392.8% | +437.4% | +797.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling