+406.9%
INSM vs CCEP
+113.9%
+293.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.5% |
| 7D | +5.9% | +2.1% | +3.8% | +5.7% |
| 30D | +23.9% | +10.6% | +13.3% | +22.8% |
| 3M | -4.1% | +10.3% | -14.4% | -4.9% |
| 6M | +2.7% | +31.1% | -28.4% | -0.9% |
| YTD | -30.4% | +32.1% | -62.5% | -32.7% |
| 1Y | -36.6% | +32.8% | -69.4% | -38.7% |
| 3Y | +406.9% | +111.3% | +295.6% | +362.7% |
| All | +406.9% | +113.9% | +293.1% | +362.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling