-11.4%
INSM vs CFG
+40.4%
-51.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +6.5% | +1.5% | +5.0% | +6.4% |
| 30D | +27.5% | -3.8% | +31.4% | +27.8% |
| 3M | +20.4% | +11.5% | +8.9% | +16.3% |
| 6M | -15.7% | +19.2% | -34.9% | -19.2% |
| YTD | -27.4% | +23.7% | -51.1% | -30.3% |
| 1Y | -11.4% | +38.8% | -50.2% | -16.0% |
| All | -11.4% | +40.4% | -51.8% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling