+2,939.6%
CTSH vs INSM
-21.1%
+2,960.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | -2.7% | +6.5% | -9.2% | -3.0% |
| 30D | +12.4% | +27.5% | -15.2% | +10.8% |
| 3M | +17.4% | +20.4% | -3.0% | +15.9% |
| 6M | -3.1% | -15.7% | +12.7% | -3.0% |
| YTD | -23.6% | -27.4% | +3.9% | -23.0% |
| 1Y | -10.8% | -11.4% | +0.6% | -11.2% |
| 3Y | -8.3% | +457.8% | -466.1% | -19.0% |
| 5Y | -11.3% | +343.0% | -354.3% | -21.6% |
| 10Y | +22.6% | +848.1% | -825.5% | -0.4% |
| All | +2,939.6% | -21.1% | +2,960.6% | +2,168.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling