-24.3%
INSM vs CLX
+376.0%
-400.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | +2.8% | -3.5% | +6.3% | +3.4% |
| 30D | -4.7% | -11.9% | +7.1% | -2.6% |
| 3M | +32.6% | -2.6% | +35.2% | +32.8% |
| 6M | -10.9% | -18.2% | +7.3% | -8.1% |
| YTD | -28.2% | -5.9% | -22.3% | -28.1% |
| 1Y | -14.9% | -23.8% | +9.0% | -11.3% |
| 3Y | +375.6% | -33.6% | +409.2% | +404.1% |
| 5Y | +349.1% | -35.7% | +384.8% | +370.8% |
| 10Y | +796.6% | -2.5% | +799.1% | +692.8% |
| All | -24.3% | +376.0% | -400.3% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling