+818.3%
INSM vs CCEP
+236.5%
+581.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +0.5% | -5.7% | +6.2% | +2.8% |
| 30D | -4.0% | -3.4% | -0.6% | -2.9% |
| 3M | +38.5% | +5.5% | +33.0% | +34.6% |
| 6M | -11.5% | +2.2% | -13.7% | -13.2% |
| YTD | -26.9% | +14.6% | -41.5% | -31.9% |
| 1Y | -12.8% | +18.9% | -31.7% | -20.2% |
| 3Y | +384.7% | +82.6% | +302.1% | +260.7% |
| 5Y | +368.8% | +107.0% | +261.8% | +222.1% |
| All | +818.3% | +236.5% | +581.8% | +451.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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