-23.5%
INSM vs CNP
+468.0%
-491.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +6.5% | +1.1% | +5.4% | +6.3% |
| 30D | +27.5% | -1.8% | +29.4% | +28.0% |
| 3M | +20.4% | -4.6% | +25.0% | +21.3% |
| 6M | -15.7% | -8.8% | -6.9% | -14.2% |
| YTD | -27.4% | +5.2% | -32.7% | -28.3% |
| 1Y | -11.4% | +8.3% | -19.7% | -13.1% |
| 3Y | +457.8% | +54.9% | +402.9% | +404.9% |
| 5Y | +343.0% | +73.5% | +269.5% | +290.6% |
| 10Y | +848.1% | +139.1% | +709.0% | +669.6% |
| All | -23.5% | +468.0% | -491.5% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling