+701.9%
INSM vs CBRE
+379.0%
+322.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | +5.9% | -1.8% | +7.7% | +6.7% |
| 30D | +23.9% | +3.3% | +20.6% | +21.9% |
| 3M | -4.1% | -12.4% | +8.3% | +0.9% |
| 6M | +2.7% | -5.4% | +8.0% | +3.1% |
| YTD | -30.4% | -17.2% | -13.2% | -27.0% |
| 1Y | -36.6% | -13.1% | -23.5% | -35.1% |
| 3Y | +406.9% | +81.6% | +325.4% | +245.3% |
| 5Y | +280.3% | +26.4% | +253.9% | +205.2% |
| All | +701.9% | +379.0% | +322.8% | +262.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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