+388.3%
INSM vs CRS
+612.2%
-223.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | +2.5% | -6.8% | +9.2% | +4.0% |
| 30D | -2.2% | -16.1% | +14.0% | +1.5% |
| 3M | +33.8% | -21.2% | +55.0% | +40.1% |
| 6M | -7.2% | +8.7% | -15.9% | -9.9% |
| YTD | -25.6% | +41.0% | -66.6% | -31.9% |
| 1Y | -11.2% | +82.7% | -93.9% | -24.0% |
| 3Y | +388.3% | +604.8% | -216.4% | +192.0% |
| All | +388.3% | +612.2% | -223.9% | +192.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling