+4,091.5%
COST vs INSM
-19.5%
+4,111.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -4.0% | -0.9% |
| 7D | -2.8% | +1.7% | -4.5% | -2.8% |
| 30D | -5.3% | -4.4% | -0.8% | -5.2% |
| 3M | -6.7% | +30.0% | -36.7% | -7.6% |
| 6M | -9.9% | -10.0% | +0.1% | -10.0% |
| YTD | +5.1% | -26.0% | +31.1% | +5.6% |
| 1Y | -7.3% | -12.5% | +5.2% | -7.5% |
| 3Y | +70.4% | +390.5% | -320.1% | +59.0% |
| 5Y | +104.4% | +357.7% | -253.3% | +89.8% |
| 10Y | +609.0% | +877.2% | -268.2% | +526.1% |
| All | +4,091.5% | -19.5% | +4,111.0% | +3,193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling