+676.2%
INSM vs CNH
+36.2%
+640.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +5.9% | +3.0% | +2.9% | +4.4% |
| 30D | +23.9% | -0.6% | +24.5% | +23.8% |
| 3M | -4.1% | +14.6% | -18.7% | -9.9% |
| 6M | +2.7% | +11.8% | -9.1% | -3.7% |
| YTD | -30.4% | +30.4% | -60.8% | -39.2% |
| 1Y | -36.6% | +19.1% | -55.6% | -42.8% |
| 3Y | +406.9% | +30.2% | +376.8% | +316.3% |
| 5Y | +280.3% | -17.8% | +298.1% | +266.5% |
| 10Y | +738.5% | +103.9% | +634.5% | +432.4% |
| All | +676.2% | +36.2% | +640.0% | +324.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling