+24.5%
CORZ vs INSM
-12.3%
+36.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.1% | -6.5% | -3.7% |
| 7D | +7.6% | +1.7% | +5.9% | +7.4% |
| 30D | -6.9% | -4.4% | -2.5% | -6.6% |
| 3M | -33.0% | +30.0% | -63.1% | -35.0% |
| 6M | +19.3% | -10.0% | +29.3% | +21.1% |
| YTD | +24.2% | -26.0% | +50.2% | +25.6% |
| 1Y | +24.5% | -12.5% | +37.0% | +26.6% |
| All | +24.5% | -12.3% | +36.8% | +26.6% |
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