+386.0%
INSM vs CHRW
+85.4%
+300.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +1.7% | +4.1% | -2.3% | +1.3% |
| 30D | -4.4% | +1.9% | -6.3% | -4.6% |
| 3M | +30.0% | -21.2% | +51.2% | +34.0% |
| 6M | -10.0% | -16.7% | +6.7% | -8.2% |
| YTD | -26.0% | -5.4% | -20.6% | -26.7% |
| 1Y | -12.5% | +21.2% | -33.7% | -17.6% |
| All | +386.0% | +85.4% | +300.6% | +352.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling