+816.9%
INSM vs CFG
+362.1%
+454.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | +9.8% | -0.8% | +10.6% | +10.1% |
| 30D | +22.5% | +3.1% | +19.4% | +21.0% |
| 3M | -8.9% | -9.7% | +0.8% | -5.4% |
| 6M | +16.2% | +6.7% | +9.5% | +12.2% |
| YTD | -30.6% | +15.2% | -45.8% | -35.3% |
| 1Y | -37.7% | +28.8% | -66.4% | -44.6% |
| 3Y | +408.4% | +190.1% | +218.4% | +208.6% |
| 5Y | +279.6% | +63.4% | +216.2% | +184.6% |
| 10Y | +735.6% | +219.8% | +515.9% | +295.0% |
| All | +816.9% | +362.1% | +454.7% | +261.9% |
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