-11.4%
INSM vs CRS
+102.1%
-113.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | +6.5% | -0.2% | +6.8% | +6.6% |
| 30D | +27.5% | -16.6% | +44.2% | +31.2% |
| 3M | +20.4% | -3.5% | +23.8% | +19.7% |
| 6M | -15.7% | +15.4% | -31.2% | -18.9% |
| YTD | -27.4% | +51.2% | -78.6% | -31.8% |
| 1Y | -11.4% | +98.3% | -109.7% | -17.3% |
| All | -11.4% | +102.1% | -113.4% | -17.3% |
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