+40.6%
CVX vs INSM
-11.6%
+52.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | +2.6% | +2.5% | +0.1% | +2.6% |
| 30D | +9.8% | -2.2% | +12.0% | +9.8% |
| 3M | +16.2% | +33.8% | -17.6% | +16.3% |
| 6M | +13.6% | -7.2% | +20.8% | +13.4% |
| YTD | +44.4% | -25.6% | +70.0% | +43.0% |
| 1Y | +40.6% | -11.2% | +51.8% | +45.3% |
| All | +40.6% | -11.6% | +52.2% | +45.3% |
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 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