-39.8%
INSM vs CFG
+34.2%
-74.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +2.9% | +5.0% |
| 7D | +13.4% | +1.8% | +11.7% | +13.2% |
| 30D | +5.9% | +3.3% | +2.7% | +5.5% |
| 3M | +11.4% | -9.8% | +21.2% | +12.1% |
| 6M | -21.4% | +5.2% | -26.6% | -24.0% |
| YTD | -36.8% | +16.1% | -52.9% | -39.7% |
| 1Y | -39.8% | +33.7% | -73.5% | -44.0% |
| All | -39.8% | +34.2% | -74.0% | -44.0% |
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