+833.7%
INSM vs CP
+232.0%
+601.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.5% |
| 7D | +2.5% | -2.6% | +5.1% | +3.8% |
| 30D | -2.2% | -3.7% | +1.6% | -0.4% |
| 3M | +33.8% | +0.1% | +33.7% | +32.7% |
| 6M | -7.2% | +7.8% | -15.0% | -11.7% |
| YTD | -25.6% | +21.7% | -47.3% | -34.0% |
| 1Y | -11.2% | +18.6% | -29.9% | -20.4% |
| 3Y | +388.3% | +17.5% | +370.8% | +321.3% |
| 5Y | +376.6% | +35.4% | +341.3% | +260.0% |
| All | +833.7% | +232.0% | +601.7% | +283.0% |
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