-23.5%
INSM vs CCEP
+2,010.5%
-2,034.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.7% |
| 7D | +6.5% | -3.1% | +9.6% | +7.5% |
| 30D | +27.5% | -2.6% | +30.1% | +28.4% |
| 3M | +20.4% | +14.9% | +5.4% | +14.6% |
| 6M | -15.7% | +2.3% | -18.0% | -16.9% |
| YTD | -27.4% | +17.8% | -45.3% | -31.7% |
| 1Y | -11.4% | +24.2% | -35.6% | -18.1% |
| 3Y | +457.8% | +84.7% | +373.1% | +349.6% |
| 5Y | +343.0% | +103.2% | +239.8% | +242.1% |
| 10Y | +848.1% | +257.4% | +590.8% | +511.1% |
| All | -23.5% | +2,010.5% | -2,034.0% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling