+53.0%
CSX vs INSM
-13.6%
+66.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | +0.6% | +2.8% | -2.2% | +0.5% |
| 30D | -2.3% | -4.7% | +2.5% | -2.1% |
| 3M | +4.3% | +32.6% | -28.3% | +2.8% |
| 6M | +23.4% | -10.9% | +34.2% | +25.0% |
| YTD | +36.4% | -28.2% | +64.6% | +38.8% |
| 1Y | +53.0% | -14.9% | +67.9% | +46.9% |
| All | +53.0% | -13.6% | +66.6% | +46.9% |
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