+492.2%
COR vs INSM
+729.9%
-237.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.3% | +2.8% |
| 7D | +7.8% | +5.9% | +1.9% | +7.6% |
| 30D | +7.0% | +23.9% | -16.9% | +5.9% |
| 3M | +16.3% | -4.1% | +20.3% | +16.3% |
| 6M | +41.3% | +2.7% | +38.6% | +40.5% |
| YTD | +7.1% | -30.4% | +37.5% | +8.1% |
| 1Y | -0.8% | -36.6% | +35.7% | +0.4% |
| 3Y | +85.0% | +406.9% | -322.0% | +65.8% |
| 5Y | +203.9% | +280.3% | -76.4% | +172.9% |
| All | +492.2% | +729.9% | -237.7% | +405.3% |
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