+877.2%
INSM vs CMS
+116.0%
+761.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | +1.7% | +0.2% | +1.6% | +1.7% |
| 30D | -4.4% | -1.3% | -3.1% | -4.1% |
| 3M | +30.0% | -5.4% | +35.4% | +31.7% |
| 6M | -10.0% | -10.3% | +0.3% | -7.5% |
| YTD | -26.0% | -0.2% | -25.8% | -26.1% |
| 1Y | -12.5% | -0.9% | -11.6% | -12.6% |
| 3Y | +390.5% | +34.0% | +356.5% | +347.5% |
| 5Y | +357.7% | +23.6% | +334.2% | +322.0% |
| 10Y | +877.2% | +122.2% | +755.0% | +879.8% |
| All | +877.2% | +116.0% | +761.3% | +879.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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