+269.8%
CORZ vs INSM
+308.8%
-39.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.5% | +6.7% | +8.1% |
| 7D | +1.7% | +6.2% | -4.5% | +1.2% |
| 30D | -17.5% | +15.4% | -32.9% | -18.5% |
| 3M | -39.5% | -11.4% | -28.0% | -39.0% |
| 6M | -44.5% | +14.6% | -59.1% | -45.4% |
| YTD | -12.6% | -33.3% | +20.7% | -10.9% |
| 1Y | -37.0% | -38.8% | +1.8% | -35.5% |
| All | +269.8% | +308.8% | -39.0% | +257.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling