-23.5%
INSM vs CP
+5,381.9%
-5,405.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +6.5% | -2.7% | +9.2% | +7.6% |
| 30D | +27.5% | +0.2% | +27.4% | +27.1% |
| 3M | +20.4% | +2.6% | +17.8% | +18.6% |
| 6M | -15.7% | +6.0% | -21.7% | -18.1% |
| YTD | -27.4% | +24.9% | -52.4% | -34.1% |
| 1Y | -11.4% | +20.1% | -31.5% | -18.6% |
| 3Y | +457.8% | +16.4% | +441.4% | +407.1% |
| 5Y | +343.0% | +31.7% | +311.2% | +278.7% |
| 10Y | +848.1% | +223.9% | +624.3% | +480.5% |
| All | -23.5% | +5,381.9% | -5,405.3% | -88.2% |
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