+297.2%
INSM vs CDW
-4.0%
+301.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | +5.9% | +9.3% | -3.4% | +4.2% |
| 30D | +23.9% | +14.4% | +9.5% | +20.8% |
| 3M | -4.1% | +21.4% | -25.5% | -7.9% |
| 6M | +2.7% | +72.8% | -70.1% | -9.1% |
| YTD | -30.4% | +28.0% | -58.4% | -34.8% |
| 1Y | -36.6% | +19.3% | -55.9% | -39.4% |
| 3Y | +406.9% | -15.3% | +422.3% | +407.3% |
| All | +297.2% | -4.0% | +301.2% | +244.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling