+78.3%
CSX vs INSM
+416.0%
-337.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.7% |
| 7D | +6.0% | +5.9% | +0.1% | +5.9% |
| 30D | +7.8% | +23.9% | -16.1% | +7.4% |
| 3M | +4.1% | -4.1% | +8.2% | +4.1% |
| 6M | +17.9% | +2.7% | +15.2% | +17.7% |
| YTD | +44.9% | -30.4% | +75.3% | +45.4% |
| 1Y | +51.1% | -36.6% | +87.7% | +51.8% |
| 3Y | +78.3% | +406.9% | -328.7% | +79.4% |
| All | +78.3% | +416.0% | -337.7% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling