+1,340.4%
CRWD vs INSM
+453.2%
+887.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -2.8% | +0.5% | -3.3% | -2.9% |
| 30D | -5.9% | -4.0% | -1.9% | -5.5% |
| 3M | +29.0% | +38.5% | -9.6% | +21.9% |
| 6M | +91.5% | -11.5% | +103.0% | +90.8% |
| YTD | +78.2% | -26.9% | +105.1% | +82.5% |
| 1Y | +96.6% | -12.8% | +109.4% | +94.5% |
| 3Y | +397.0% | +384.7% | +12.3% | +244.2% |
| 5Y | +218.9% | +368.8% | -149.9% | +112.8% |
| All | +1,340.4% | +453.2% | +887.3% | +830.8% |
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