+195.1%
COR vs INSM
+258.4%
-63.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | +2.9% | +8.6% | -5.7% | +2.7% |
| 30D | +5.8% | +22.0% | -16.1% | +5.4% |
| 3M | +11.4% | -10.7% | +22.2% | +11.6% |
| 6M | +34.5% | +1.8% | +32.7% | +34.1% |
| YTD | +4.1% | -32.2% | +36.2% | +4.4% |
| 1Y | -3.1% | -39.3% | +36.1% | -2.6% |
| 3Y | +80.9% | +397.1% | -316.3% | +76.3% |
| 5Y | +195.1% | +270.6% | -75.5% | +186.9% |
| All | +195.1% | +258.4% | -63.3% | +186.9% |
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 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