+386.0%
INSM vs CNP
+52.2%
+333.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | +1.7% | +0.7% | +1.1% | +1.5% |
| 30D | -4.4% | -0.1% | -4.4% | -4.5% |
| 3M | +30.0% | -5.6% | +35.7% | +31.5% |
| 6M | -10.0% | -7.5% | -2.5% | -8.5% |
| YTD | -26.0% | +5.5% | -31.5% | -26.9% |
| 1Y | -12.5% | +8.3% | -20.8% | -14.2% |
| All | +386.0% | +52.2% | +333.8% | +333.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling