+367.9%
INSM vs CHD
+20.9%
+347.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.7% |
| 7D | +2.5% | -4.5% | +6.9% | +2.8% |
| 30D | -2.2% | -6.7% | +4.5% | -1.8% |
| 3M | +33.8% | -2.7% | +36.5% | +33.8% |
| 6M | -7.2% | -4.9% | -2.2% | -7.1% |
| YTD | -25.6% | +13.3% | -39.0% | -26.6% |
| 1Y | -11.2% | +1.0% | -12.2% | -11.4% |
| 3Y | +388.3% | +1.3% | +387.0% | +375.1% |
| All | +367.9% | +20.9% | +347.0% | +324.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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