+216.7%
CTVA vs INSM
+400.0%
-183.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -4.5% | +2.5% | -7.0% | -4.7% |
| 30D | +11.3% | -2.2% | +13.5% | +11.5% |
| 3M | +12.3% | +33.8% | -21.5% | +9.0% |
| 6M | +7.2% | -7.2% | +14.3% | +6.8% |
| YTD | +26.0% | -25.6% | +51.7% | +27.8% |
| 1Y | +16.0% | -11.2% | +27.3% | +15.3% |
| 3Y | +73.9% | +388.3% | -314.4% | +40.9% |
| 5Y | +103.8% | +376.6% | -272.9% | +58.9% |
| All | +216.7% | +400.0% | -183.3% | +119.7% |
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