-39.8%
INSM vs CRS
-3.8%
-36.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +6.9% | +5.6% |
| 7D | +13.4% | +4.3% | +9.1% | +12.4% |
| 30D | +5.9% | -25.5% | +31.4% | +11.6% |
| 3M | +11.4% | -48.7% | +60.1% | +28.0% |
| 6M | -21.4% | -31.6% | +10.2% | -17.7% |
| YTD | -36.8% | -7.0% | -29.8% | -39.2% |
| 1Y | -39.8% | -4.5% | -35.3% | -42.8% |
| All | -39.8% | -3.8% | -36.0% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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