+869.6%
INSM vs CF
+5,315.1%
-4,445.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +5.0% |
| 7D | +1.6% | -3.2% | +4.8% | +2.4% |
| 30D | +12.5% | +4.3% | +8.1% | +10.9% |
| 3M | -13.7% | +2.8% | -16.5% | -14.8% |
| 6M | -16.5% | +0.6% | -17.2% | -17.5% |
| YTD | -34.3% | +56.6% | -90.9% | -43.8% |
| 1Y | -38.4% | +49.6% | -88.0% | -46.7% |
| 3Y | +379.9% | +61.5% | +318.4% | +295.7% |
| 5Y | +242.2% | +124.0% | +118.3% | +145.8% |
| 10Y | +920.6% | +573.2% | +347.4% | +415.4% |
| All | +869.6% | +5,315.1% | -4,445.6% | +133.2% |
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