+3,206.8%
CVNA vs INSM
+583.7%
+2,623.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -2.4% |
| 7D | -1.0% | +1.7% | -2.7% | -1.4% |
| 30D | -1.0% | -4.4% | +3.4% | -0.3% |
| 3M | +5.5% | +30.0% | -24.6% | -1.8% |
| 6M | +11.8% | -10.0% | +21.8% | +10.7% |
| YTD | -13.0% | -26.0% | +13.0% | -10.5% |
| 1Y | -2.1% | -12.5% | +10.4% | -4.5% |
| 3Y | +681.6% | +390.5% | +291.1% | +351.6% |
| 5Y | +11.6% | +357.7% | -346.1% | -33.7% |
| All | +3,206.8% | +583.7% | +2,623.1% | +1,899.1% |
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 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