-41.3%
CORZ vs INSM
-40.6%
-0.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +5.3% | -15.7% | -10.8% |
| 7D | -14.9% | +13.4% | -28.4% | -16.1% |
| 30D | -23.1% | +5.9% | -29.1% | -23.6% |
| 3M | -44.1% | +11.4% | -55.5% | -44.9% |
| 6M | -39.5% | -21.4% | -18.1% | -37.0% |
| YTD | -12.4% | -36.8% | +24.4% | -10.5% |
| 1Y | -41.3% | -39.8% | -1.5% | -47.8% |
| All | -41.3% | -40.6% | -0.7% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling