+858.9%
INSM vs CFG
+396.4%
+462.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +6.5% | +1.5% | +5.0% | +5.9% |
| 30D | +27.5% | -3.8% | +31.4% | +29.2% |
| 3M | +20.4% | +11.5% | +8.9% | +14.6% |
| 6M | -15.7% | +19.2% | -34.9% | -21.9% |
| YTD | -27.4% | +23.7% | -51.1% | -34.1% |
| 1Y | -11.4% | +38.8% | -50.2% | -23.6% |
| 3Y | +457.8% | +178.9% | +278.9% | +244.0% |
| 5Y | +343.0% | +101.8% | +241.2% | +201.7% |
| 10Y | +848.1% | +317.3% | +530.9% | +286.7% |
| All | +858.9% | +396.4% | +462.6% | +268.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling