+975.7%
INSM vs CDW
+903.1%
+72.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +6.5% | +3.2% | +3.4% | +5.1% |
| 30D | +27.5% | +9.3% | +18.3% | +22.2% |
| 3M | +20.4% | +9.8% | +10.6% | +13.8% |
| 6M | -15.7% | +23.3% | -39.1% | -26.9% |
| YTD | -27.4% | +13.7% | -41.1% | -35.1% |
| 1Y | -11.4% | -6.5% | -4.9% | -13.4% |
| 3Y | +457.8% | -25.2% | +483.1% | +477.4% |
| 5Y | +343.0% | -19.5% | +362.5% | +326.5% |
| 10Y | +848.1% | +285.8% | +562.3% | +274.5% |
| All | +975.7% | +903.1% | +72.6% | +210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling