+833.7%
INSM vs CDW
+300.6%
+533.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.8% | -6.2% | -1.5% |
| 7D | +2.5% | +0.9% | +1.5% | +1.9% |
| 30D | -2.2% | +13.1% | -15.2% | -7.5% |
| 3M | +33.8% | +19.7% | +14.1% | +22.1% |
| 6M | -7.2% | +30.7% | -37.9% | -20.9% |
| YTD | -25.6% | +14.7% | -40.3% | -33.3% |
| 1Y | -11.2% | -5.3% | -5.9% | -13.3% |
| 3Y | +388.3% | -23.8% | +412.2% | +401.3% |
| 5Y | +376.6% | -16.8% | +393.5% | +349.8% |
| All | +833.7% | +300.6% | +533.1% | +371.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling