+380.3%
INSM vs CLX
-35.7%
+416.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.2% |
| 7D | +0.5% | -5.9% | +6.3% | +0.1% |
| 30D | -4.0% | -17.0% | +13.0% | -5.2% |
| 3M | +38.5% | -9.6% | +48.1% | +37.8% |
| 6M | -11.5% | -21.5% | +10.0% | -11.8% |
| YTD | -26.9% | -8.8% | -18.1% | -26.4% |
| 1Y | -12.8% | -24.7% | +11.9% | -13.8% |
| All | +380.3% | -35.7% | +416.0% | +334.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling