-11.4%
INSM vs CHRW
+16.7%
-28.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.4% |
| 7D | +6.5% | -1.8% | +8.4% | +6.7% |
| 30D | +27.5% | -3.9% | +31.4% | +27.9% |
| 3M | +20.4% | -19.7% | +40.1% | +24.5% |
| 6M | -15.7% | -21.7% | +6.0% | -11.7% |
| YTD | -27.4% | -7.5% | -19.9% | -31.6% |
| 1Y | -11.4% | +17.3% | -28.7% | -29.1% |
| All | -11.4% | +16.7% | -28.1% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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