-39.8%
INSM vs CLX
-6.5%
-33.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.7% | -0.4% | +5.3% |
| 7D | +13.4% | +14.2% | -0.8% | +13.6% |
| 30D | +5.9% | +22.7% | -16.7% | +6.5% |
| 3M | +11.4% | -2.8% | +14.2% | +10.9% |
| 6M | -21.4% | +17.7% | -39.1% | -22.1% |
| YTD | -36.8% | +3.3% | -40.1% | -36.2% |
| 1Y | -39.8% | -5.6% | -34.2% | -39.2% |
| All | -39.8% | -6.5% | -33.3% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling