-31.9%
CORZ vs INSM
-37.0%
+5.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +3.0% |
| 7D | -7.8% | +14.4% | -22.2% | -8.8% |
| 30D | -14.8% | +18.8% | -33.6% | -16.2% |
| 3M | -32.5% | -11.3% | -21.1% | -31.4% |
| 6M | -42.7% | +17.9% | -60.6% | -43.7% |
| YTD | -9.8% | -31.3% | +21.5% | -8.1% |
| 1Y | -31.9% | -37.7% | +5.8% | -34.0% |
| All | -31.9% | -37.0% | +5.1% | -34.0% |
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 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