-26.6%
INSM vs CHRW
+1,844.9%
-1,871.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.6% | +2.6% |
| 7D | +5.9% | +7.3% | -1.4% | +4.3% |
| 30D | +23.9% | -3.6% | +27.5% | +24.4% |
| 3M | -4.1% | -9.6% | +5.5% | -2.6% |
| 6M | +2.7% | -17.0% | +19.7% | +5.2% |
| YTD | -30.4% | -15.4% | -15.0% | -29.8% |
| 1Y | -36.6% | -10.0% | -26.6% | -37.1% |
| 3Y | +406.9% | +82.2% | +324.8% | +319.9% |
| 5Y | +280.3% | +59.4% | +220.9% | +221.8% |
| 10Y | +738.5% | +129.7% | +608.7% | +549.1% |
| All | -26.6% | +1,844.9% | -1,871.5% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling