+357.7%
INSM vs CDW
-23.8%
+381.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.4% |
| 7D | +1.7% | -4.2% | +6.0% | +2.5% |
| 30D | -4.4% | +4.9% | -9.3% | -5.5% |
| 3M | +30.0% | +7.3% | +22.8% | +27.4% |
| 6M | -10.0% | +19.2% | -29.2% | -14.7% |
| YTD | -26.0% | +6.2% | -32.2% | -28.0% |
| 1Y | -12.5% | -14.0% | +1.5% | -9.8% |
| 3Y | +390.5% | -30.0% | +420.5% | +409.3% |
| 5Y | +357.7% | -23.6% | +381.3% | +336.4% |
| All | +357.7% | -23.8% | +381.5% | +336.4% |
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