+796.6%
INSM vs CVE
+170.0%
+626.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.8% |
| 7D | +2.8% | +0.2% | +2.6% | +2.7% |
| 30D | -4.7% | +17.5% | -22.2% | -9.2% |
| 3M | +32.6% | +16.2% | +16.4% | +26.2% |
| 6M | -10.9% | +47.8% | -58.6% | -21.2% |
| YTD | -28.2% | +98.5% | -126.7% | -42.2% |
| 1Y | -14.9% | +109.8% | -124.6% | -32.7% |
| 3Y | +375.6% | +75.5% | +300.1% | +285.9% |
| 5Y | +349.1% | +341.6% | +7.5% | +158.1% |
| 10Y | +796.6% | +159.8% | +636.8% | +317.2% |
| All | +796.6% | +170.0% | +626.5% | +317.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling