+833.7%
INSM vs CCJ
+1,065.5%
-231.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +1.9% |
| 7D | +2.5% | -4.0% | +6.5% | +3.5% |
| 30D | -2.2% | -2.4% | +0.2% | -1.7% |
| 3M | +33.8% | -2.3% | +36.1% | +33.8% |
| 6M | -7.2% | -16.2% | +9.0% | -3.7% |
| YTD | -25.6% | +5.7% | -31.3% | -28.1% |
| 1Y | -11.2% | +21.3% | -32.5% | -19.0% |
| 3Y | +388.3% | +159.4% | +228.9% | +236.5% |
| 5Y | +376.6% | +300.7% | +76.0% | +176.5% |
| All | +833.7% | +1,065.5% | -231.8% | +311.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling