+446.7%
INSM vs CBRE
+2,234.5%
-1,787.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +6.5% | -2.0% | +8.5% | +6.9% |
| 30D | +27.5% | -2.2% | +29.7% | +27.7% |
| 3M | +20.4% | +12.9% | +7.5% | +16.6% |
| 6M | -15.7% | +4.3% | -20.0% | -17.1% |
| YTD | -27.4% | -8.0% | -19.4% | -27.1% |
| 1Y | -11.4% | -8.6% | -2.8% | -11.0% |
| 3Y | +457.8% | +71.9% | +385.9% | +385.0% |
| 5Y | +343.0% | +50.0% | +293.0% | +294.9% |
| 10Y | +848.1% | +390.1% | +458.1% | +571.9% |
| All | +446.7% | +2,234.5% | -1,787.8% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling