-11.4%
INSM vs CGNX
+42.4%
-53.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.1% |
| 7D | +6.5% | +3.0% | +3.6% | +6.9% |
| 30D | +27.5% | -11.8% | +39.4% | +26.2% |
| 3M | +20.4% | -3.6% | +24.0% | +19.5% |
| 6M | -15.7% | +17.4% | -33.1% | -15.6% |
| YTD | -27.4% | +73.7% | -101.2% | -22.3% |
| 1Y | -11.4% | +41.5% | -52.9% | -13.9% |
| All | -11.4% | +42.4% | -53.8% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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