-11.4%
INSM vs CRBG
+3.6%
-15.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +6.5% | +5.7% | +0.8% | +5.4% |
| 30D | +27.5% | +2.6% | +24.9% | +26.8% |
| 3M | +20.4% | +31.6% | -11.2% | +14.7% |
| 6M | -15.7% | +32.8% | -48.6% | -20.9% |
| YTD | -27.4% | +16.5% | -43.9% | -31.7% |
| 1Y | -11.4% | +6.1% | -17.5% | -14.8% |
| All | -11.4% | +3.6% | -15.0% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling