+357.7%
INSM vs CNH
+12.3%
+345.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.6% |
| 7D | +1.7% | +1.8% | -0.1% | +1.2% |
| 30D | -4.4% | +32.6% | -37.0% | -10.9% |
| 3M | +30.0% | +29.4% | +0.6% | +21.5% |
| 6M | -10.0% | +26.0% | -36.0% | -15.8% |
| YTD | -26.0% | +52.2% | -78.2% | -34.4% |
| 1Y | -12.5% | +23.9% | -36.4% | -18.2% |
| 3Y | +390.5% | +10.1% | +380.4% | +363.7% |
| 5Y | +357.7% | +13.2% | +344.6% | +321.5% |
| All | +357.7% | +12.3% | +345.4% | +321.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling