+833.7%
INSM vs CRL
+256.1%
+577.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.3% | +0.8% |
| 7D | +2.5% | -3.5% | +6.0% | +4.1% |
| 30D | -2.2% | -2.1% | 0.0% | -1.3% |
| 3M | +33.8% | +48.0% | -14.2% | +11.5% |
| 6M | -7.2% | +64.7% | -71.9% | -27.3% |
| YTD | -25.6% | +39.5% | -65.1% | -38.0% |
| 1Y | -11.2% | +74.2% | -85.4% | -34.3% |
| 3Y | +388.3% | +39.4% | +349.0% | +260.5% |
| 5Y | +376.6% | -36.9% | +413.6% | +458.2% |
| All | +833.7% | +256.1% | +577.6% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling