+170.6%
CVX vs INSM
+352.6%
-182.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | +0.7% | +0.5% | +0.2% | +0.7% |
| 30D | +9.1% | -4.0% | +13.1% | +9.2% |
| 3M | +13.1% | +38.5% | -25.5% | +11.9% |
| 6M | +16.3% | -11.5% | +27.8% | +16.3% |
| YTD | +43.5% | -26.9% | +70.4% | +44.3% |
| 1Y | +40.2% | -12.8% | +52.9% | +39.9% |
| 3Y | +44.2% | +384.7% | -340.4% | +35.4% |
| 5Y | +170.6% | +368.8% | -198.2% | +147.8% |
| All | +170.6% | +352.6% | -182.0% | +147.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling