+132.2%
COP vs INSM
+278.6%
-146.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.5% |
| 7D | +4.4% | +5.9% | -1.5% | +4.2% |
| 30D | 0.0% | +23.9% | -23.9% | -1.0% |
| 3M | +15.0% | -4.1% | +19.1% | +15.1% |
| 6M | +22.0% | +2.7% | +19.3% | +21.4% |
| YTD | +55.3% | -30.4% | +85.7% | +56.7% |
| 1Y | +64.1% | -36.6% | +100.7% | +66.2% |
| 3Y | +34.1% | +406.9% | -372.9% | +21.8% |
| All | +132.2% | +278.6% | -146.4% | +113.5% |
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