+357.7%
INSM vs CFG
+99.7%
+258.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | +1.7% | -0.6% | +2.3% | +1.9% |
| 30D | -4.4% | -4.5% | +0.1% | -3.3% |
| 3M | +30.0% | +6.3% | +23.7% | +27.3% |
| 6M | -10.0% | +20.6% | -30.6% | -14.8% |
| YTD | -26.0% | +21.2% | -47.2% | -30.3% |
| 1Y | -12.5% | +38.2% | -50.7% | -20.7% |
| 3Y | +390.5% | +185.9% | +204.5% | +249.6% |
| 5Y | +357.7% | +97.0% | +260.7% | +257.7% |
| All | +357.7% | +99.7% | +258.0% | +257.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling