+394.4%
INSM vs CLBK
+64.7%
+329.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.5% |
| 7D | +1.7% | -1.5% | +3.2% | +2.2% |
| 30D | -4.4% | +6.7% | -11.1% | -6.5% |
| 3M | +30.0% | +21.2% | +8.9% | +21.9% |
| 6M | -10.0% | +42.0% | -52.0% | -20.1% |
| YTD | -26.0% | +63.3% | -89.3% | -37.7% |
| 1Y | -12.5% | +65.4% | -77.9% | -27.3% |
| 3Y | +390.5% | +52.5% | +338.0% | +305.0% |
| 5Y | +357.7% | +42.0% | +315.7% | +255.9% |
| All | +394.4% | +64.7% | +329.7% | +279.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling