+833.7%
INSM vs CG
+314.7%
+519.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.3% |
| 7D | +2.5% | -9.9% | +12.3% | +6.6% |
| 30D | -2.2% | -11.7% | +9.5% | +2.3% |
| 3M | +33.8% | -4.3% | +38.1% | +34.3% |
| 6M | -7.2% | -8.8% | +1.6% | -4.9% |
| YTD | -25.6% | -26.9% | +1.2% | -17.7% |
| 1Y | -11.2% | -35.4% | +24.2% | +2.6% |
| 3Y | +388.3% | +43.0% | +345.3% | +259.3% |
| 5Y | +376.6% | +1.9% | +374.7% | +300.6% |
| All | +833.7% | +314.7% | +519.0% | +302.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling