+1,327.6%
COP vs INSM
-21.9%
+1,349.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | -0.8% | +2.8% | -3.6% | -1.0% |
| 30D | +15.6% | -4.7% | +20.3% | +15.8% |
| 3M | +14.3% | +32.6% | -18.3% | +12.6% |
| 6M | +17.0% | -10.9% | +27.9% | +16.9% |
| YTD | +47.4% | -28.2% | +75.7% | +48.6% |
| 1Y | +52.4% | -14.9% | +67.3% | +52.3% |
| 3Y | +20.8% | +375.6% | -354.8% | +9.4% |
| 5Y | +191.7% | +349.1% | -157.4% | +161.9% |
| 10Y | +325.1% | +796.6% | -471.5% | +263.0% |
| All | +1,327.6% | -21.9% | +1,349.5% | +998.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling