+60.7%
COP vs INSM
-40.6%
+101.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.3% | -10.5% | -5.2% |
| 7D | -8.1% | +13.4% | -21.6% | -8.3% |
| 30D | +6.7% | +5.9% | +0.7% | +6.6% |
| 3M | +16.9% | +11.4% | +5.5% | +16.5% |
| 6M | +11.2% | -21.4% | +32.6% | +12.1% |
| YTD | +49.5% | -36.8% | +86.3% | +51.7% |
| 1Y | +60.7% | -39.8% | +100.5% | +63.1% |
| All | +60.7% | -40.6% | +101.3% | +63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling