-11.4%
INSM vs CCJ
+31.2%
-42.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +6.5% | +0.7% | +5.8% | +6.4% |
| 30D | +27.5% | +6.9% | +20.7% | +26.3% |
| 3M | +20.4% | -11.6% | +32.0% | +22.1% |
| 6M | -15.7% | -16.2% | +0.5% | -14.6% |
| YTD | -27.4% | +10.1% | -37.5% | -25.8% |
| 1Y | -11.4% | +32.3% | -43.7% | -7.2% |
| All | -11.4% | +31.2% | -42.6% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling