+18.7%
CTSH vs INSM
+868.6%
-849.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -9.8% | +0.5% | -10.3% | -9.8% |
| 30D | +0.1% | -4.0% | +4.1% | +0.3% |
| 3M | +13.2% | +38.5% | -25.3% | +10.8% |
| 6M | -6.2% | -11.5% | +5.3% | -6.3% |
| YTD | -28.5% | -26.9% | -1.6% | -27.8% |
| 1Y | -13.8% | -12.8% | -1.0% | -14.1% |
| 3Y | -13.7% | +384.7% | -398.4% | -25.0% |
| 5Y | -16.7% | +368.8% | -385.5% | -28.8% |
| All | +18.7% | +868.6% | -849.9% | -4.5% |
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