+818.3%
INSM vs CNP
+137.1%
+681.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.5% |
| 7D | +0.5% | -2.2% | +2.6% | +1.4% |
| 30D | -4.0% | -2.1% | -1.9% | -3.2% |
| 3M | +38.5% | -7.9% | +46.5% | +43.0% |
| 6M | -11.5% | -8.3% | -3.2% | -8.6% |
| YTD | -26.9% | +3.8% | -30.6% | -28.4% |
| 1Y | -12.8% | +5.9% | -18.7% | -15.5% |
| 3Y | +384.7% | +49.3% | +335.4% | +296.6% |
| 5Y | +368.8% | +69.3% | +299.5% | +256.6% |
| All | +818.3% | +137.1% | +681.3% | +477.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling