-26.6%
INSM vs CMS
+571.1%
-597.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.3% |
| 7D | +5.9% | +1.7% | +4.2% | +5.5% |
| 30D | +23.9% | +6.2% | +17.7% | +22.3% |
| 3M | -4.1% | +0.6% | -4.7% | -4.2% |
| 6M | +2.7% | -1.8% | +4.5% | +2.8% |
| YTD | -30.4% | +3.8% | -34.2% | -31.1% |
| 1Y | -36.6% | -1.8% | -34.8% | -36.5% |
| 3Y | +406.9% | +39.8% | +367.1% | +368.3% |
| 5Y | +280.3% | +37.1% | +243.2% | +249.8% |
| 10Y | +738.5% | +138.6% | +599.9% | +585.2% |
| All | -26.6% | +571.1% | -597.7% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling