+388.3%
INSM vs CRBG
+122.1%
+266.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.5% |
| 7D | +2.5% | +0.6% | +1.9% | +2.4% |
| 30D | -2.2% | +2.6% | -4.8% | -2.6% |
| 3M | +33.8% | +24.0% | +9.8% | +30.4% |
| 6M | -7.2% | +50.5% | -57.7% | -11.4% |
| YTD | -25.6% | +17.1% | -42.8% | -27.7% |
| 1Y | -11.2% | +5.9% | -17.1% | -13.1% |
| 3Y | +388.3% | +122.7% | +265.6% | +322.7% |
| All | +388.3% | +122.1% | +266.2% | +322.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling