+575.6%
CVS vs INSM
-19.5%
+595.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.8% |
| 7D | -1.9% | +1.7% | -3.6% | -1.9% |
| 30D | -0.3% | -4.4% | +4.1% | -0.2% |
| 3M | -1.1% | +30.0% | -31.2% | -1.8% |
| 6M | +23.7% | -10.0% | +33.7% | +23.6% |
| YTD | +23.0% | -26.0% | +49.0% | +23.4% |
| 1Y | +37.2% | -12.5% | +49.7% | +36.9% |
| 3Y | +62.4% | +390.5% | -328.0% | +54.2% |
| 5Y | +31.8% | +357.7% | -325.9% | +24.6% |
| 10Y | +41.9% | +877.2% | -835.3% | +29.0% |
| All | +575.6% | -19.5% | +595.1% | +481.3% |
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