+21.5%
COHR vs INSM
-9.5%
+31.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.9% |
| 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% | -20.0% |
| 6M | +21.5% | -7.2% | +28.6% | +23.8% |
| All | +21.5% | -9.5% | +31.0% | +23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling