-26.6%
INSM vs CCEP
+2,266.2%
-2,292.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.2% |
| 7D | +5.9% | +2.1% | +3.8% | +5.2% |
| 30D | +23.9% | +10.6% | +13.3% | +20.0% |
| 3M | -4.1% | +10.3% | -14.4% | -7.2% |
| 6M | +2.7% | +31.1% | -28.4% | -6.4% |
| YTD | -30.4% | +32.1% | -62.5% | -36.9% |
| 1Y | -36.6% | +32.8% | -69.4% | -42.6% |
| 3Y | +406.9% | +111.3% | +295.6% | +292.0% |
| 5Y | +280.3% | +147.5% | +132.8% | +176.4% |
| 10Y | +738.5% | +338.1% | +400.4% | +410.6% |
| All | -26.6% | +2,266.2% | -2,292.7% | -70.9% |
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