-15.8%
CTSH vs INSM
+278.6%
-294.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.3% | -0.7% |
| 7D | -2.1% | +5.9% | -8.0% | -2.3% |
| 30D | +1.4% | +23.9% | -22.5% | +0.8% |
| 3M | +7.5% | -4.1% | +11.5% | +7.5% |
| 6M | +39.6% | +2.7% | +36.9% | +39.1% |
| YTD | -22.3% | -30.4% | +8.1% | -21.7% |
| 1Y | -12.0% | -36.6% | +24.6% | -11.0% |
| 3Y | +1.8% | +406.9% | -405.1% | -5.7% |
| All | -15.8% | +278.6% | -294.4% | -23.1% |
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 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