+406.9%
INSM vs CP
+36.4%
+370.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.6% |
| 7D | +5.9% | +2.1% | +3.8% | +5.9% |
| 30D | +23.9% | +9.3% | +14.6% | +23.9% |
| 3M | -4.1% | +0.5% | -4.6% | -4.2% |
| 6M | +2.7% | +10.4% | -7.7% | +2.4% |
| YTD | -30.4% | +28.7% | -59.1% | -30.5% |
| 1Y | -36.6% | +33.2% | -69.7% | -36.7% |
| 3Y | +406.9% | +38.4% | +368.5% | +342.1% |
| All | +406.9% | +36.4% | +370.5% | +342.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling