+349.1%
INSM vs CMS
+26.5%
+322.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +2.8% | +1.2% | +1.6% | +2.6% |
| 30D | -4.7% | -3.2% | -1.6% | -4.2% |
| 3M | +32.6% | -2.2% | +34.8% | +32.9% |
| 6M | -10.9% | -9.4% | -1.4% | -9.3% |
| YTD | -28.2% | +0.7% | -28.9% | -28.3% |
| 1Y | -14.9% | +0.4% | -15.2% | -14.9% |
| 3Y | +375.6% | +35.2% | +340.4% | +351.0% |
| 5Y | +349.1% | +24.1% | +324.9% | +342.9% |
| All | +349.1% | +26.5% | +322.6% | +342.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling