+65.1%
CSGP vs INSM
+762.7%
-697.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.9% | -5.8% | -3.1% |
| 7D | -3.2% | +14.4% | -17.6% | -4.0% |
| 30D | +2.2% | +18.8% | -16.6% | +1.0% |
| 3M | -3.7% | -11.3% | +7.7% | -3.2% |
| 6M | -7.4% | +17.9% | -25.3% | -9.2% |
| YTD | -54.9% | -31.3% | -23.5% | -54.3% |
| 1Y | -54.9% | -37.7% | -17.1% | -54.1% |
| 3Y | -61.9% | +403.1% | -465.0% | -67.8% |
| 5Y | -63.1% | +279.3% | -342.4% | -68.7% |
| 10Y | +65.1% | +740.9% | -675.7% | +31.2% |
| All | +65.1% | +762.7% | -697.6% | +31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling