+8,070.7%
COR vs INSM
-21.1%
+8,091.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +2.8% | +6.5% | -3.8% | +2.6% |
| 30D | +4.5% | +27.5% | -23.0% | +3.6% |
| 3M | +22.7% | +20.4% | +2.3% | +21.7% |
| 6M | -9.7% | -15.7% | +6.0% | -9.6% |
| YTD | -1.4% | -27.4% | +26.0% | -0.8% |
| 1Y | +13.9% | -11.4% | +25.3% | +13.7% |
| 3Y | +94.0% | +457.8% | -363.9% | +79.0% |
| 5Y | +184.0% | +343.0% | -159.0% | +162.1% |
| 10Y | +406.8% | +848.1% | -441.4% | +342.7% |
| All | +8,070.7% | -21.1% | +8,091.8% | +6,617.0% |
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