+1.8%
INSM vs CNH
+10.0%
-8.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +1.9% | -1.7% |
| 7D | +8.6% | +6.4% | +2.2% | +7.5% |
| 30D | +22.0% | -1.6% | +23.6% | +21.6% |
| 3M | -10.7% | +11.6% | -22.3% | -10.8% |
| 6M | +1.8% | +12.5% | -10.7% | +1.2% |
| All | +1.8% | +10.0% | -8.2% | +1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling