+1,617.3%
INSM vs CBOE
+1,020.3%
+597.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.3% |
| 7D | +1.7% | -0.8% | +2.5% | +2.0% |
| 30D | -4.4% | +2.7% | -7.1% | -5.7% |
| 3M | +30.0% | +0.7% | +29.3% | +28.1% |
| 6M | -10.0% | -2.0% | -8.0% | -11.2% |
| YTD | -26.0% | +17.1% | -43.1% | -31.8% |
| 1Y | -12.5% | +26.5% | -39.0% | -21.7% |
| 3Y | +390.5% | +96.1% | +294.4% | +252.8% |
| 5Y | +357.7% | +149.3% | +208.4% | +193.1% |
| 10Y | +877.2% | +386.5% | +490.7% | +323.6% |
| All | +1,617.3% | +1,020.3% | +597.0% | +349.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling