+386.0%
INSM vs CFG
+182.2%
+203.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | -4.4% | -4.5% | +0.1% | -3.6% |
| 3M | +30.0% | +6.3% | +23.7% | +27.7% |
| 6M | -10.0% | +20.6% | -30.6% | -13.7% |
| YTD | -26.0% | +21.2% | -47.2% | -29.3% |
| 1Y | -12.5% | +38.2% | -50.7% | -18.8% |
| All | +386.0% | +182.2% | +203.8% | +271.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling