+833.7%
INSM vs CLX
-3.7%
+837.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.7% |
| 7D | +2.5% | -5.7% | +8.2% | +2.6% |
| 30D | -2.2% | -17.0% | +14.9% | -1.8% |
| 3M | +33.8% | -9.7% | +43.5% | +34.1% |
| 6M | -7.2% | -19.8% | +12.7% | -6.5% |
| YTD | -25.6% | -9.8% | -15.8% | -25.4% |
| 1Y | -11.2% | -26.2% | +14.9% | -10.4% |
| 3Y | +388.3% | -36.2% | +424.5% | +396.4% |
| 5Y | +376.6% | -38.3% | +415.0% | +382.0% |
| All | +833.7% | -3.7% | +837.4% | +783.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling