-36.6%
INSM vs CNP
+6.8%
-43.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +5.9% | +1.3% | +4.6% | +5.6% |
| 30D | +23.9% | +3.8% | +20.1% | +22.7% |
| 3M | -4.1% | +2.4% | -6.5% | -4.9% |
| 6M | +2.7% | -1.2% | +3.9% | +1.4% |
| YTD | -30.4% | +9.3% | -39.7% | -29.7% |
| 1Y | -36.6% | +6.4% | -43.0% | -35.3% |
| All | -36.6% | +6.8% | -43.4% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling