+357.7%
INSM vs CP
+30.0%
+327.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.4% |
| 7D | +1.7% | +0.6% | +1.1% | +1.6% |
| 30D | -4.4% | -0.5% | -3.9% | -4.4% |
| 3M | +30.0% | +0.1% | +30.0% | +29.6% |
| 6M | -10.0% | +7.8% | -17.8% | -12.1% |
| YTD | -26.0% | +22.9% | -48.8% | -30.2% |
| 1Y | -12.5% | +21.3% | -33.8% | -17.4% |
| 3Y | +390.5% | +20.4% | +370.1% | +349.9% |
| 5Y | +357.7% | +34.9% | +322.8% | +294.4% |
| All | +357.7% | +30.0% | +327.7% | +294.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling