+386.0%
INSM vs CG
+48.1%
+337.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.1% | +3.5% |
| 7D | +1.7% | -6.4% | +8.1% | +2.3% |
| 30D | -4.4% | -7.1% | +2.6% | -3.8% |
| 3M | +30.0% | -1.6% | +31.6% | +29.7% |
| 6M | -10.0% | -8.3% | -1.7% | -9.4% |
| YTD | -26.0% | -23.8% | -2.2% | -24.7% |
| 1Y | -12.5% | -28.7% | +16.2% | -10.6% |
| All | +386.0% | +48.1% | +337.9% | +346.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling