+681.4%
INSM vs CP
+259.0%
+422.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.7% |
| 7D | +8.6% | +0.9% | +7.7% | +8.0% |
| 30D | +22.0% | +10.3% | +11.6% | +15.9% |
| 3M | -10.7% | +2.3% | -13.0% | -12.1% |
| 6M | +1.8% | +10.7% | -8.9% | -4.3% |
| YTD | -32.2% | +29.3% | -61.5% | -41.7% |
| 1Y | -39.3% | +31.5% | -70.7% | -48.4% |
| 3Y | +397.1% | +36.7% | +360.4% | +292.6% |
| 5Y | +270.6% | +26.8% | +243.8% | +197.1% |
| All | +681.4% | +259.0% | +422.4% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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