-11.2%
INSM vs CNH
+22.0%
-33.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +2.5% | -5.7% | +8.2% | +2.8% |
| 30D | -2.2% | +26.6% | -28.7% | -3.2% |
| 3M | +33.8% | +31.1% | +2.7% | +31.9% |
| 6M | -7.2% | +24.9% | -32.0% | -8.6% |
| YTD | -25.6% | +48.7% | -74.4% | -22.4% |
| 1Y | -11.2% | +22.2% | -33.4% | -5.7% |
| All | -11.2% | +22.0% | -33.2% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling