+380.3%
INSM vs CBRE
+61.2%
+319.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | +0.5% | -7.2% | +7.7% | +1.9% |
| 30D | -4.0% | -6.4% | +2.4% | -3.0% |
| 3M | +38.5% | +2.9% | +35.6% | +36.0% |
| 6M | -11.5% | +2.5% | -14.0% | -13.4% |
| YTD | -26.9% | -14.2% | -12.7% | -25.6% |
| 1Y | -12.8% | -15.1% | +2.4% | -11.1% |
| All | +380.3% | +61.2% | +319.1% | +299.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling