-11.4%
INSM vs CG
-24.3%
+12.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +6.5% | -4.3% | +10.9% | +7.0% |
| 30D | +27.5% | -5.1% | +32.6% | +28.1% |
| 3M | +20.4% | +8.7% | +11.7% | +18.0% |
| 6M | -15.7% | -9.2% | -6.5% | -15.9% |
| YTD | -27.4% | -18.9% | -8.6% | -28.3% |
| 1Y | -11.4% | -25.6% | +14.2% | -11.3% |
| All | -11.4% | -24.3% | +12.9% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling