+48.2%
CSX vs INSM
+241.5%
-193.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.2% | -8.6% | -3.6% |
| 7D | -5.5% | +1.6% | -7.1% | -5.6% |
| 30D | +4.9% | +12.5% | -7.5% | +4.4% |
| 3M | -2.9% | -13.7% | +10.8% | -2.5% |
| 6M | +8.3% | -16.5% | +24.9% | +8.6% |
| YTD | +36.7% | -34.3% | +71.0% | +38.1% |
| 1Y | +41.5% | -38.4% | +79.9% | +43.1% |
| 3Y | +68.6% | +379.9% | -311.3% | +58.1% |
| All | +48.2% | +241.5% | -193.3% | +39.4% |
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 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