+393.6%
COHR vs INSM
+375.8%
+17.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +4.0% |
| 7D | +8.3% | +2.5% | +5.9% | +8.0% |
| 30D | -14.1% | -2.2% | -12.0% | -13.9% |
| 3M | -16.0% | +33.8% | -49.8% | -19.2% |
| 6M | +21.5% | -7.2% | +28.6% | +21.0% |
| YTD | +65.4% | -25.6% | +91.1% | +68.7% |
| 1Y | +195.0% | -11.2% | +206.3% | +193.6% |
| 3Y | +830.2% | +388.3% | +441.8% | +675.2% |
| All | +393.6% | +375.8% | +17.8% | +288.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling