+31.4%
CORZ vs INSM
-11.6%
+42.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | +8.4% | +6.5% | +1.8% | +7.7% |
| 30D | -17.8% | +27.5% | -45.4% | -20.1% |
| 3M | -35.9% | +20.4% | -56.3% | -37.1% |
| 6M | +12.9% | -15.7% | +28.7% | +15.0% |
| YTD | +22.9% | -27.4% | +50.3% | +24.6% |
| 1Y | +31.4% | -11.4% | +42.7% | +32.1% |
| All | +31.4% | -11.6% | +42.9% | +32.1% |
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