+388.3%
INSM vs CBOE
+89.1%
+299.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.3% |
| 7D | +2.5% | -5.8% | +8.3% | +1.5% |
| 30D | -2.2% | -3.1% | +1.0% | -2.5% |
| 3M | +33.8% | -4.8% | +38.6% | +32.7% |
| 6M | -7.2% | -0.6% | -6.6% | -5.2% |
| YTD | -25.6% | +12.8% | -38.4% | -20.6% |
| 1Y | -11.2% | +19.8% | -31.0% | -3.0% |
| 3Y | +388.3% | +86.9% | +301.4% | +565.6% |
| All | +388.3% | +89.1% | +299.2% | +565.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling