+970.3%
INSM vs CF
+5,948.3%
-4,978.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.6% |
| 7D | +6.5% | +6.0% | +0.5% | +4.9% |
| 30D | +27.5% | +14.8% | +12.7% | +22.7% |
| 3M | +20.4% | +14.1% | +6.3% | +15.6% |
| 6M | -15.7% | +28.5% | -44.3% | -23.1% |
| YTD | -27.4% | +74.9% | -102.4% | -39.5% |
| 1Y | -11.4% | +61.7% | -73.1% | -24.8% |
| 3Y | +457.8% | +80.3% | +377.5% | +347.7% |
| 5Y | +343.0% | +226.0% | +117.0% | +186.2% |
| 10Y | +848.1% | +569.9% | +278.3% | +381.2% |
| All | +970.3% | +5,948.3% | -4,978.1% | +150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling