+400.0%
INSM vs CMS
+38.1%
+361.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | +14.4% | +0.5% | +13.9% | +14.3% |
| 30D | +18.8% | +7.4% | +11.4% | +17.4% |
| 3M | -11.3% | +1.9% | -13.2% | -11.6% |
| 6M | +17.9% | -2.3% | +20.2% | +18.2% |
| YTD | -31.3% | +3.0% | -34.3% | -31.3% |
| 1Y | -37.7% | -2.8% | -35.0% | -37.2% |
| All | +400.0% | +38.1% | +361.9% | +377.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling