+219.2%
CVX vs INSM
+884.9%
-665.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | +2.6% | +2.5% | +0.1% | +2.5% |
| 30D | +9.8% | -2.2% | +12.0% | +10.0% |
| 3M | +16.2% | +33.8% | -17.6% | +13.6% |
| 6M | +13.6% | -7.2% | +20.8% | +13.2% |
| YTD | +44.4% | -25.6% | +70.0% | +45.8% |
| 1Y | +40.6% | -11.2% | +51.8% | +39.9% |
| 3Y | +48.2% | +388.3% | -340.2% | +26.0% |
| 5Y | +172.3% | +376.6% | -204.4% | +126.7% |
| All | +219.2% | +884.9% | -665.7% | +150.4% |
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