-12.8%
INSM vs CFG
+37.9%
-50.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +0.5% | -1.7% | +2.2% | +0.6% |
| 30D | -4.0% | -4.6% | +0.6% | -3.7% |
| 3M | +38.5% | +7.9% | +30.6% | +34.4% |
| 6M | -11.5% | +19.9% | -31.4% | -15.3% |
| YTD | -26.9% | +21.7% | -48.6% | -29.8% |
| 1Y | -12.8% | +38.4% | -51.2% | -17.5% |
| All | -12.8% | +37.9% | -50.7% | -17.5% |
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