+701.9%
INSM vs CF
+479.1%
+222.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +5.9% | +4.8% | +1.1% | +4.6% |
| 30D | +23.9% | +4.7% | +19.2% | +22.1% |
| 3M | -4.1% | +7.4% | -11.5% | -6.5% |
| 6M | +2.7% | +0.6% | +2.1% | +1.5% |
| YTD | -30.4% | +64.1% | -94.5% | -42.1% |
| 1Y | -36.6% | +51.4% | -88.0% | -46.0% |
| 3Y | +406.9% | +67.8% | +339.1% | +303.9% |
| 5Y | +280.3% | +114.1% | +166.2% | +160.8% |
| All | +701.9% | +479.1% | +222.8% | +341.0% |
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