-26.8%
INSM vs CP
+5,524.0%
-5,550.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +9.8% | -0.7% | +10.5% | +10.0% |
| 30D | +22.5% | +9.6% | +12.9% | +18.1% |
| 3M | -8.9% | +2.2% | -11.2% | -9.9% |
| 6M | +16.2% | +11.1% | +5.1% | +10.9% |
| YTD | -30.6% | +28.2% | -58.8% | -37.7% |
| 1Y | -37.7% | +32.2% | -69.8% | -44.8% |
| 3Y | +408.4% | +35.5% | +372.9% | +335.4% |
| 5Y | +279.6% | +26.8% | +252.8% | +229.8% |
| 10Y | +735.6% | +256.9% | +478.7% | +393.9% |
| All | -26.8% | +5,524.0% | -5,550.8% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling