+357.7%
INSM vs CPB
-38.1%
+395.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.6% | +3.2% |
| 7D | +1.7% | -8.0% | +9.7% | +0.7% |
| 30D | -4.4% | -2.4% | -2.0% | -4.6% |
| 3M | +30.0% | +0.5% | +29.5% | +30.4% |
| 6M | -10.0% | -10.5% | +0.4% | -10.4% |
| YTD | -26.0% | -17.5% | -8.5% | -26.7% |
| 1Y | -12.5% | -31.0% | +18.5% | -14.8% |
| 3Y | +390.5% | -40.6% | +431.1% | +363.3% |
| 5Y | +357.7% | -37.7% | +395.4% | +343.9% |
| All | +357.7% | -38.1% | +395.8% | +343.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling