+395.2%
COR vs INSM
+884.9%
-489.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | -2.8% | +2.5% | -5.3% | -3.0% |
| 30D | +2.6% | -2.2% | +4.7% | +2.6% |
| 3M | +14.5% | +33.8% | -19.3% | +12.6% |
| 6M | -7.8% | -7.2% | -0.6% | -8.0% |
| YTD | -4.2% | -25.6% | +21.4% | -3.5% |
| 1Y | +7.0% | -11.2% | +18.2% | +6.7% |
| 3Y | +85.5% | +388.3% | -302.8% | +66.1% |
| 5Y | +181.2% | +376.6% | -195.4% | +147.7% |
| All | +395.2% | +884.9% | -489.7% | +296.4% |
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 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