-31.6%
CRCL vs INSM
-40.6%
+9.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.3% | -4.1% | +0.7% |
| 7D | -6.8% | +13.4% | -20.3% | -8.3% |
| 30D | -8.6% | +5.9% | -14.6% | -9.3% |
| 3M | +20.3% | +11.4% | +9.0% | +17.6% |
| 6M | -36.3% | -21.4% | -14.9% | -34.5% |
| YTD | -4.0% | -36.8% | +32.8% | -4.4% |
| 1Y | -31.6% | -39.8% | +8.2% | -34.0% |
| All | -31.6% | -40.6% | +9.1% | -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