+681.4%
INSM vs CNH
+107.0%
+574.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +1.9% | -0.7% |
| 7D | +8.6% | +6.4% | +2.2% | +5.7% |
| 30D | +22.0% | -1.6% | +23.6% | +22.3% |
| 3M | -10.7% | +11.6% | -22.3% | -15.5% |
| 6M | +1.8% | +12.5% | -10.7% | -5.2% |
| YTD | -32.2% | +31.1% | -63.2% | -41.4% |
| 1Y | -39.3% | +17.0% | -56.3% | -45.2% |
| 3Y | +397.1% | +28.7% | +368.4% | +302.1% |
| 5Y | +270.6% | -17.4% | +288.0% | +255.2% |
| All | +681.4% | +107.0% | +574.4% | +398.3% |
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