-21.6%
INSM vs CGNX
+505.7%
-527.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.7% |
| 7D | +2.5% | +3.2% | -0.7% | +1.7% |
| 30D | -2.2% | +6.0% | -8.2% | -3.7% |
| 3M | +33.8% | +3.5% | +30.3% | +31.1% |
| 6M | -7.2% | +26.3% | -33.5% | -13.9% |
| YTD | -25.6% | +79.2% | -104.9% | -37.9% |
| 1Y | -11.2% | +43.8% | -55.0% | -22.8% |
| 3Y | +388.3% | +52.0% | +336.4% | +302.3% |
| 5Y | +376.6% | -24.0% | +400.7% | +359.5% |
| 10Y | +881.9% | +189.1% | +692.8% | +610.5% |
| All | -21.6% | +505.7% | -527.3% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling