-10.6%
INSM vs CRL
+1,379.5%
-1,390.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.3% |
| 7D | +6.5% | -1.0% | +7.6% | +6.9% |
| 30D | +27.5% | +10.7% | +16.9% | +23.0% |
| 3M | +20.4% | +55.3% | -34.9% | +1.9% |
| 6M | -15.7% | +60.7% | -76.4% | -30.5% |
| YTD | -27.4% | +44.6% | -72.1% | -38.3% |
| 1Y | -11.4% | +77.7% | -89.1% | -31.1% |
| 3Y | +457.8% | +37.6% | +420.2% | +342.6% |
| 5Y | +343.0% | -35.8% | +378.8% | +360.3% |
| 10Y | +848.1% | +241.7% | +606.4% | +422.0% |
| All | -10.6% | +1,379.5% | -1,390.1% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling