+418.4%
CSX vs INSM
+708.7%
-290.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.1% |
| 7D | +3.1% | +8.6% | -5.5% | +2.6% |
| 30D | +9.7% | +22.0% | -12.3% | +8.4% |
| 3M | +4.9% | -10.7% | +15.7% | +5.4% |
| 6M | +18.4% | +1.8% | +16.6% | +17.5% |
| YTD | +45.9% | -32.2% | +78.0% | +47.9% |
| 1Y | +50.0% | -39.3% | +89.2% | +52.8% |
| 3Y | +78.0% | +397.1% | -319.1% | +54.6% |
| 5Y | +59.2% | +270.6% | -211.4% | +38.8% |
| All | +418.4% | +708.7% | -290.3% | +333.1% |
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