+368.8%
INSM vs CCJ
+326.6%
+42.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.4% |
| 7D | +0.5% | -3.2% | +3.7% | +1.3% |
| 30D | -4.0% | -1.3% | -2.7% | -3.8% |
| 3M | +38.5% | +2.5% | +36.0% | +36.8% |
| 6M | -11.5% | -18.9% | +7.4% | -7.4% |
| YTD | -26.9% | +6.5% | -33.3% | -29.4% |
| 1Y | -12.8% | +22.8% | -35.6% | -20.9% |
| 3Y | +384.7% | +164.5% | +220.2% | +215.7% |
| 5Y | +368.8% | +303.7% | +65.1% | +145.9% |
| All | +368.8% | +326.6% | +42.2% | +145.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling