+297.2%
INSM vs CHRW
+58.8%
+238.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.6% | +2.6% |
| 7D | +5.9% | +7.3% | -1.4% | +4.7% |
| 30D | +23.9% | -3.6% | +27.5% | +24.4% |
| 3M | -4.1% | -9.6% | +5.5% | -2.8% |
| 6M | +2.7% | -17.0% | +19.7% | +4.9% |
| YTD | -30.4% | -15.4% | -15.0% | -30.3% |
| 1Y | -36.6% | -10.0% | -26.6% | -37.7% |
| 3Y | +406.9% | +82.2% | +324.8% | +313.4% |
| All | +297.2% | +58.8% | +238.5% | +243.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling