+833.7%
INSM vs CHRW
+183.1%
+650.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | +2.5% | +3.5% | -1.0% | +1.4% |
| 30D | -2.2% | +4.6% | -6.8% | -3.6% |
| 3M | +33.8% | -19.7% | +53.5% | +41.4% |
| 6M | -7.2% | -12.4% | +5.2% | -5.6% |
| YTD | -25.6% | -3.9% | -21.7% | -27.6% |
| 1Y | -11.2% | +18.4% | -29.6% | -20.4% |
| 3Y | +388.3% | +88.8% | +299.5% | +256.0% |
| 5Y | +376.6% | +93.5% | +283.1% | +229.6% |
| All | +833.7% | +183.1% | +650.6% | +325.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling