+444.5%
CORZ vs INSM
+339.8%
+104.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +4.8% |
| 7D | +16.6% | +2.8% | +13.8% | +16.3% |
| 30D | -10.9% | -4.7% | -6.1% | -10.6% |
| 3M | -31.0% | +32.6% | -63.6% | -32.8% |
| 6M | +26.0% | -10.9% | +36.9% | +26.3% |
| YTD | +28.6% | -28.2% | +56.9% | +30.7% |
| 1Y | +34.5% | -14.9% | +49.3% | +34.5% |
| All | +444.5% | +339.8% | +104.7% | +424.2% |
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