+219.9%
CTVA vs INSM
+397.7%
-177.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.5% | -1.6% |
| 7D | -5.8% | +1.7% | -7.5% | -5.9% |
| 30D | +11.1% | -4.4% | +15.5% | +11.4% |
| 3M | +13.2% | +30.0% | -16.8% | +10.1% |
| 6M | +8.7% | -10.0% | +18.7% | +8.6% |
| YTD | +27.3% | -26.0% | +53.3% | +29.1% |
| 1Y | +18.0% | -12.5% | +30.5% | +17.4% |
| 3Y | +76.5% | +390.5% | -314.0% | +42.8% |
| 5Y | +105.1% | +357.7% | -252.6% | +61.1% |
| All | +219.9% | +397.7% | -177.8% | +122.0% |
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