+833.7%
INSM vs CBOE
+368.5%
+465.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.3% |
| 7D | +2.5% | -5.8% | +8.3% | +4.1% |
| 30D | -2.2% | -3.1% | +1.0% | -1.7% |
| 3M | +33.8% | -4.8% | +38.6% | +34.4% |
| 6M | -7.2% | -0.6% | -6.6% | -8.5% |
| YTD | -25.6% | +12.8% | -38.4% | -29.6% |
| 1Y | -11.2% | +19.8% | -31.0% | -17.5% |
| 3Y | +388.3% | +86.9% | +301.4% | +274.2% |
| 5Y | +376.6% | +136.5% | +240.1% | +226.9% |
| All | +833.7% | +368.5% | +465.2% | +268.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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