-11.2%
INSM vs CLX
-25.9%
+14.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.6% |
| 7D | +2.5% | -5.7% | +8.2% | +2.4% |
| 30D | -2.2% | -17.0% | +14.9% | -2.4% |
| 3M | +33.8% | -9.7% | +43.5% | +33.8% |
| 6M | -7.2% | -19.8% | +12.7% | -3.4% |
| YTD | -25.6% | -9.8% | -15.8% | -25.6% |
| 1Y | -11.2% | -26.2% | +14.9% | -6.5% |
| All | -11.2% | -25.9% | +14.6% | -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