+297.2%
INSM vs CF
+114.1%
+183.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +5.9% | +4.8% | +1.1% | +5.2% |
| 30D | +23.9% | +4.7% | +19.2% | +22.9% |
| 3M | -4.1% | +7.4% | -11.5% | -5.4% |
| 6M | +2.7% | +0.6% | +2.1% | +2.1% |
| YTD | -30.4% | +64.1% | -94.5% | -38.0% |
| 1Y | -36.6% | +51.4% | -88.0% | -42.5% |
| 3Y | +406.9% | +67.8% | +339.1% | +336.8% |
| All | +297.2% | +114.1% | +183.2% | +209.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling