+367.9%
INSM vs COPX
+163.4%
+204.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +2.5% | -2.3% | +4.8% | +3.1% |
| 30D | -2.2% | +0.3% | -2.4% | -2.5% |
| 3M | +33.8% | +6.8% | +27.0% | +29.5% |
| 6M | -7.2% | +7.9% | -15.1% | -10.8% |
| YTD | -25.6% | +23.7% | -49.4% | -32.8% |
| 1Y | -11.2% | +71.5% | -82.8% | -29.2% |
| 3Y | +388.3% | +149.1% | +239.2% | +227.6% |
| All | +367.9% | +163.4% | +204.5% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 5y: compounded portfolio wealth divided by compounded COPX 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…
5y analysis · Full analysis span regression · 6 months rolling