+681.4%
INSM vs CF
+478.3%
+203.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.6% |
| 7D | +8.6% | +5.4% | +3.2% | +7.0% |
| 30D | +22.0% | +6.5% | +15.4% | +19.6% |
| 3M | -10.7% | +4.6% | -15.4% | -12.4% |
| 6M | +1.8% | -3.3% | +5.1% | +1.7% |
| YTD | -32.2% | +63.9% | -96.0% | -43.6% |
| 1Y | -39.3% | +50.4% | -89.7% | -48.2% |
| 3Y | +397.1% | +68.2% | +328.9% | +295.7% |
| 5Y | +270.6% | +113.8% | +156.8% | +154.3% |
| All | +681.4% | +478.3% | +203.1% | +329.9% |
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