+44.6%
COP vs INSM
-11.6%
+56.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +3.0% | +6.5% | -3.5% | +2.9% |
| 30D | +17.5% | +27.5% | -10.1% | +16.9% |
| 3M | +13.4% | +20.4% | -7.0% | +12.9% |
| 6M | +17.7% | -15.7% | +33.5% | +17.6% |
| YTD | +46.6% | -27.4% | +74.0% | +46.3% |
| 1Y | +44.6% | -11.4% | +56.0% | +55.8% |
| All | +44.6% | -11.6% | +56.2% | +55.8% |
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 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