-28.4%
INSM vs CP
+5,573.8%
-5,602.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.6% |
| 7D | +8.6% | +0.9% | +7.7% | +8.1% |
| 30D | +22.0% | +10.3% | +11.6% | +17.3% |
| 3M | -10.7% | +2.3% | -13.0% | -11.7% |
| 6M | +1.8% | +10.7% | -8.9% | -2.8% |
| YTD | -32.2% | +29.3% | -61.5% | -39.3% |
| 1Y | -39.3% | +31.5% | -70.7% | -46.1% |
| 3Y | +397.1% | +36.7% | +360.4% | +324.2% |
| 5Y | +270.6% | +26.8% | +243.8% | +222.0% |
| 10Y | +717.1% | +260.1% | +457.0% | +381.3% |
| All | -28.4% | +5,573.8% | -5,602.2% | -89.2% |
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