+701.9%
INSM vs CFG
+216.2%
+485.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | +5.9% | +3.2% | +2.7% | +4.7% |
| 30D | +23.9% | +5.1% | +18.8% | +21.6% |
| 3M | -4.1% | -11.2% | +7.1% | 0.0% |
| 6M | +2.7% | +9.6% | -6.9% | -1.5% |
| YTD | -30.4% | +15.0% | -45.4% | -34.7% |
| 1Y | -36.6% | +29.9% | -66.4% | -43.3% |
| 3Y | +406.9% | +192.1% | +214.9% | +218.2% |
| 5Y | +280.3% | +62.3% | +218.0% | +192.9% |
| All | +701.9% | +216.2% | +485.7% | +418.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling