-11.3%
CTSH vs INSM
+375.6%
-386.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.8% |
| 7D | -5.5% | +2.8% | -8.3% | -5.5% |
| 30D | +4.5% | -4.7% | +9.2% | +4.5% |
| 3M | +13.7% | +32.6% | -18.9% | +13.7% |
| 6M | -8.4% | -10.9% | +2.5% | -8.4% |
| YTD | -26.5% | -28.2% | +1.7% | -26.4% |
| 1Y | -13.9% | -14.9% | +0.9% | -13.9% |
| All | -11.3% | +375.6% | -386.9% | -9.1% |
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