+818.3%
INSM vs CNH
+157.1%
+661.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.1% |
| 7D | +0.5% | -2.5% | +2.9% | +1.3% |
| 30D | -4.0% | +27.0% | -31.0% | -12.9% |
| 3M | +38.5% | +32.6% | +5.9% | +22.3% |
| 6M | -11.5% | +23.6% | -35.1% | -20.5% |
| YTD | -26.9% | +47.8% | -74.7% | -39.3% |
| 1Y | -12.8% | +21.3% | -34.0% | -22.1% |
| 3Y | +384.7% | +7.0% | +377.7% | +334.0% |
| 5Y | +368.8% | +10.2% | +358.6% | +294.4% |
| All | +818.3% | +157.1% | +661.3% | +356.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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