+47.0%
CVX vs INSM
-40.6%
+87.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.3% | -9.0% | -3.7% |
| 7D | -5.3% | +13.4% | -18.8% | -5.4% |
| 30D | +5.1% | +5.9% | -0.9% | +5.1% |
| 3M | +14.9% | +11.4% | +3.6% | +15.0% |
| 6M | +14.9% | -21.4% | +36.3% | +15.2% |
| YTD | +46.3% | -36.8% | +83.1% | +46.9% |
| 1Y | +47.0% | -39.8% | +86.8% | +48.1% |
| All | +47.0% | -40.6% | +87.6% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling