+4,508.5%
INSM vs CG
+341.4%
+4,167.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.3% |
| 7D | +2.8% | -1.3% | +4.0% | +3.3% |
| 30D | -4.7% | -3.2% | -1.6% | -3.9% |
| 3M | +32.6% | +6.2% | +26.4% | +28.2% |
| 6M | -10.9% | -4.7% | -6.2% | -10.1% |
| YTD | -28.2% | -20.6% | -7.6% | -23.2% |
| 1Y | -14.9% | -26.4% | +11.5% | -6.9% |
| 3Y | +375.6% | +55.4% | +320.2% | +249.5% |
| 5Y | +349.1% | +9.8% | +339.3% | +273.5% |
| 10Y | +796.6% | +341.4% | +455.2% | +303.8% |
| All | +4,508.5% | +341.4% | +4,167.1% | +2,061.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling