+709.0%
INSM vs CNH
+64.7%
+644.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.4% | -1.8% |
| 7D | +6.5% | +23.3% | -16.7% | -1.3% |
| 30D | +27.5% | +33.5% | -5.9% | +14.3% |
| 3M | +20.4% | +32.7% | -12.4% | +7.4% |
| 6M | -15.7% | +22.2% | -37.9% | -23.2% |
| YTD | -27.4% | +57.7% | -85.1% | -40.3% |
| 1Y | -11.4% | +28.0% | -39.4% | -21.7% |
| 3Y | +457.8% | +11.5% | +446.3% | +397.5% |
| 5Y | +343.0% | +11.9% | +331.1% | +280.5% |
| 10Y | +848.1% | +162.8% | +685.3% | +457.0% |
| All | +709.0% | +64.7% | +644.4% | +316.6% |
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