+386.0%
INSM vs CPB
-40.6%
+426.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.6% | +3.2% |
| 7D | +1.7% | -8.0% | +9.7% | +0.2% |
| 30D | -4.4% | -2.4% | -2.0% | -4.7% |
| 3M | +30.0% | +0.5% | +29.5% | +30.6% |
| 6M | -10.0% | -10.5% | +0.4% | -10.6% |
| YTD | -26.0% | -17.5% | -8.5% | -27.2% |
| 1Y | -12.5% | -31.0% | +18.5% | -16.4% |
| All | +386.0% | -40.6% | +426.7% | +325.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling