+2,094.5%
INSM vs CPAY
+1,533.9%
+560.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | +0.5% | -2.7% | +3.1% | +1.7% |
| 30D | -4.0% | +0.6% | -4.6% | -4.5% |
| 3M | +38.5% | +17.0% | +21.5% | +27.8% |
| 6M | -11.5% | +24.1% | -35.6% | -21.6% |
| YTD | -26.9% | +35.7% | -62.6% | -39.0% |
| 1Y | -12.8% | +34.0% | -46.8% | -27.6% |
| 3Y | +384.7% | +50.3% | +334.4% | +261.9% |
| 5Y | +368.8% | +56.7% | +312.2% | +232.4% |
| 10Y | +865.7% | +153.9% | +711.8% | +418.6% |
| All | +2,094.5% | +1,533.9% | +560.6% | +389.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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