-39.8%
INSM vs CDW
+13.2%
-53.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +12.7% | -7.3% | +5.1% |
| 7D | +13.4% | +3.7% | +9.7% | +13.0% |
| 30D | +5.9% | +26.0% | -20.1% | +6.2% |
| 3M | +11.4% | +10.1% | +1.3% | +11.3% |
| 6M | -21.4% | +26.1% | -47.5% | -19.2% |
| YTD | -36.8% | +25.9% | -62.7% | -34.8% |
| 1Y | -39.8% | +21.5% | -61.4% | -38.1% |
| All | -39.8% | +13.2% | -53.0% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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