+338.5%
COP vs INSM
+884.9%
-546.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | +0.1% |
| 7D | +2.3% | +2.5% | -0.2% | +2.1% |
| 30D | +8.6% | -2.2% | +10.8% | +8.8% |
| 3M | +19.9% | +33.8% | -13.9% | +16.5% |
| 6M | +19.0% | -7.2% | +26.2% | +18.5% |
| YTD | +50.0% | -25.6% | +75.6% | +51.8% |
| 1Y | +50.5% | -11.2% | +61.8% | +49.7% |
| 3Y | +25.2% | +388.3% | -363.1% | +2.9% |
| 5Y | +194.3% | +376.6% | -182.4% | +136.1% |
| All | +338.5% | +884.9% | -546.3% | +230.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling