+425.9%
CORZ vs INSM
+353.5%
+72.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.1% | -6.5% | -3.6% |
| 7D | +7.6% | +1.7% | +5.9% | +7.5% |
| 30D | -6.9% | -4.4% | -2.5% | -6.7% |
| 3M | -33.0% | +30.0% | -63.1% | -34.6% |
| 6M | +19.3% | -10.0% | +29.3% | +19.4% |
| YTD | +24.2% | -26.0% | +50.2% | +25.9% |
| 1Y | +24.5% | -12.5% | +37.0% | +24.3% |
| All | +425.9% | +353.5% | +72.4% | +405.1% |
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 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