-11.2%
INSM vs CRS
+79.6%
-90.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | +2.5% | -6.8% | +9.2% | +3.6% |
| 30D | -2.2% | -16.1% | +14.0% | +0.6% |
| 3M | +33.8% | -21.2% | +55.0% | +38.4% |
| 6M | -7.2% | +8.7% | -15.9% | -9.7% |
| YTD | -25.6% | +41.0% | -66.6% | -29.3% |
| 1Y | -11.2% | +82.7% | -93.9% | -15.7% |
| All | -11.2% | +79.6% | -90.8% | -15.7% |
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