+2.7%
INSM vs CFG
+7.1%
-4.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.6% |
| 7D | +5.9% | +3.2% | +2.7% | +6.0% |
| 30D | +23.9% | +5.1% | +18.8% | +24.6% |
| 3M | -4.1% | -11.2% | +7.1% | -7.4% |
| 6M | +2.7% | +9.6% | -6.9% | -15.2% |
| All | +2.7% | +7.1% | -4.5% | -15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling