+368.8%
INSM vs CHRW
+94.0%
+274.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | +0.5% | +4.4% | -3.9% | -0.3% |
| 30D | -4.0% | +5.5% | -9.5% | -5.0% |
| 3M | +38.5% | -17.3% | +55.8% | +42.9% |
| 6M | -11.5% | -12.7% | +1.1% | -10.3% |
| YTD | -26.9% | -4.1% | -22.7% | -28.1% |
| 1Y | -12.8% | +21.2% | -34.0% | -19.5% |
| 3Y | +384.7% | +88.9% | +295.8% | +300.5% |
| 5Y | +368.8% | +93.1% | +275.7% | +287.3% |
| All | +368.8% | +94.0% | +274.8% | +287.3% |
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