+796.6%
INSM vs CF
+589.1%
+207.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | +2.8% | -0.9% | +3.7% | +3.1% |
| 30D | -4.7% | +18.1% | -22.8% | -9.5% |
| 3M | +32.6% | +23.4% | +9.3% | +23.9% |
| 6M | -10.9% | +17.1% | -28.0% | -17.1% |
| YTD | -28.2% | +76.2% | -104.5% | -41.9% |
| 1Y | -14.9% | +62.3% | -77.1% | -29.6% |
| 3Y | +375.6% | +71.8% | +303.8% | +272.4% |
| 5Y | +349.1% | +234.6% | +114.5% | +152.0% |
| 10Y | +796.6% | +574.3% | +222.3% | +243.5% |
| All | +796.6% | +589.1% | +207.4% | +243.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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