+367.9%
INSM vs CLBK
+43.5%
+324.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +2.5% | -1.5% | +3.9% | +2.6% |
| 30D | -2.2% | -1.0% | -1.1% | -2.1% |
| 3M | +33.8% | +22.9% | +10.9% | +31.1% |
| 6M | -7.2% | +44.2% | -51.4% | -10.5% |
| YTD | -25.6% | +64.0% | -89.6% | -29.4% |
| 1Y | -11.2% | +65.7% | -76.9% | -16.1% |
| 3Y | +388.3% | +54.1% | +334.3% | +367.1% |
| All | +367.9% | +43.5% | +324.4% | +339.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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