+47.1%
CSX vs INSM
-40.6%
+87.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.7% | +2.4% |
| 7D | +0.1% | +13.4% | -13.3% | -0.3% |
| 30D | +9.7% | +5.9% | +3.8% | +9.4% |
| 3M | +2.3% | +11.4% | -9.1% | +1.6% |
| 6M | +17.1% | -21.4% | +38.5% | +18.9% |
| YTD | +44.9% | -36.8% | +81.7% | +46.1% |
| 1Y | +47.1% | -39.8% | +86.9% | +49.3% |
| All | +47.1% | -40.6% | +87.7% | +49.3% |
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