-24.3%
INSM vs CHD
+4,293.2%
-4,317.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.4% |
| 7D | +2.8% | -2.9% | +5.7% | +3.8% |
| 30D | -4.7% | -6.2% | +1.5% | -2.8% |
| 3M | +32.6% | +1.6% | +31.1% | +31.4% |
| 6M | -10.9% | -3.5% | -7.4% | -10.4% |
| YTD | -28.2% | +16.2% | -44.5% | -32.4% |
| 1Y | -14.9% | +3.4% | -18.2% | -16.7% |
| 3Y | +375.6% | +4.6% | +371.0% | +354.8% |
| 5Y | +349.1% | +21.1% | +327.9% | +299.4% |
| 10Y | +796.6% | +126.5% | +670.0% | +498.7% |
| All | -24.3% | +4,293.2% | -4,317.5% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling