+754.3%
INSM vs CVE
+136.7%
+617.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +6.2% | -10.1% | +16.3% | +9.2% |
| 30D | +15.4% | -12.1% | +27.5% | +19.1% |
| 3M | -11.4% | -1.9% | -9.6% | -11.7% |
| 6M | +14.6% | -1.8% | +16.4% | +13.7% |
| YTD | -33.3% | +65.8% | -99.1% | -43.7% |
| 1Y | -38.8% | +60.8% | -99.6% | -47.9% |
| 3Y | +395.7% | +70.1% | +325.6% | +304.4% |
| 5Y | +258.9% | +134.8% | +124.1% | +150.7% |
| 10Y | +754.3% | +130.1% | +624.2% | +287.4% |
| All | +754.3% | +136.7% | +617.6% | +287.4% |
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