-21.9%
INSM vs CRS
+7,082.6%
-7,104.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.1% |
| 7D | +1.7% | -0.5% | +2.3% | +1.8% |
| 30D | -4.4% | -18.1% | +13.7% | +0.8% |
| 3M | +30.0% | -12.4% | +42.5% | +33.9% |
| 6M | -10.0% | +15.9% | -25.9% | -14.7% |
| YTD | -26.0% | +45.8% | -71.8% | -34.4% |
| 1Y | -12.5% | +87.8% | -100.3% | -28.8% |
| 3Y | +390.5% | +648.7% | -258.2% | +157.8% |
| 5Y | +357.7% | +1,416.6% | -1,058.9% | +88.7% |
| 10Y | +877.2% | +1,412.7% | -535.4% | +269.9% |
| All | -21.9% | +7,082.6% | -7,104.5% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling