+375.6%
INSM vs CNH
+7.5%
+368.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.4% | -0.5% |
| 7D | +2.8% | +8.8% | -6.0% | +1.8% |
| 30D | -4.7% | +24.7% | -29.4% | -7.1% |
| 3M | +32.6% | +27.3% | +5.3% | +28.8% |
| 6M | -10.9% | +23.2% | -34.0% | -13.3% |
| YTD | -28.2% | +48.9% | -77.2% | -31.6% |
| 1Y | -14.9% | +19.4% | -34.3% | -16.5% |
| 3Y | +375.6% | +7.8% | +367.8% | +363.7% |
| All | +375.6% | +7.5% | +368.1% | +363.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling