-11.4%
INSM vs CLX
-20.9%
+9.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | +6.5% | -9.2% | +15.8% | +6.4% |
| 30D | +27.5% | -11.0% | +38.6% | +27.5% |
| 3M | +20.4% | +5.0% | +15.3% | +20.0% |
| 6M | -15.7% | -18.8% | +3.1% | -11.5% |
| YTD | -27.4% | -4.4% | -23.0% | -27.3% |
| 1Y | -11.4% | -21.9% | +10.5% | -6.5% |
| All | -11.4% | -20.9% | +9.5% | -6.5% |
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