+67.8%
CSX vs INSM
+343.1%
-275.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -3.4% | +6.5% | -9.9% | -3.6% |
| 30D | -3.1% | +27.5% | -30.6% | -4.1% |
| 3M | +7.2% | +20.4% | -13.2% | +6.2% |
| 6M | +16.2% | -15.7% | +31.9% | +16.5% |
| YTD | +37.5% | -27.4% | +65.0% | +38.5% |
| 1Y | +53.2% | -11.4% | +64.6% | +53.0% |
| 3Y | +68.2% | +457.8% | -389.6% | +56.3% |
| All | +67.8% | +343.1% | -275.3% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling