+833.7%
INSM vs CGNX
+193.6%
+640.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.3% |
| 7D | +2.5% | +3.2% | -0.7% | +1.4% |
| 30D | -2.2% | +6.0% | -8.2% | -4.4% |
| 3M | +33.8% | +3.5% | +30.3% | +29.5% |
| 6M | -7.2% | +26.3% | -33.5% | -17.4% |
| YTD | -25.6% | +79.2% | -104.9% | -44.3% |
| 1Y | -11.2% | +43.8% | -55.0% | -29.2% |
| 3Y | +388.3% | +52.0% | +336.4% | +249.4% |
| 5Y | +376.6% | -24.0% | +400.7% | +366.7% |
| All | +833.7% | +193.6% | +640.1% | +315.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling