+367.9%
INSM vs CG
-2.7%
+370.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.1% |
| 7D | +2.5% | -9.9% | +12.3% | +5.4% |
| 30D | -2.2% | -11.7% | +9.5% | +1.0% |
| 3M | +33.8% | -4.3% | +38.1% | +34.1% |
| 6M | -7.2% | -8.8% | +1.6% | -5.4% |
| YTD | -25.6% | -26.9% | +1.2% | -20.0% |
| 1Y | -11.2% | -35.4% | +24.2% | -1.3% |
| 3Y | +388.3% | +43.0% | +345.3% | +276.7% |
| All | +367.9% | -2.7% | +370.6% | +321.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling