+379.9%
INSM vs CVE
+53.7%
+326.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.3% |
| 7D | +1.6% | -16.1% | +17.8% | +5.9% |
| 30D | +12.5% | -10.4% | +22.8% | +14.8% |
| 3M | -13.7% | -2.4% | -11.3% | -14.1% |
| 6M | -16.5% | -4.4% | -12.1% | -16.7% |
| YTD | -34.3% | +64.9% | -99.2% | -44.5% |
| 1Y | -38.4% | +66.0% | -104.4% | -48.1% |
| 3Y | +379.9% | +57.7% | +322.3% | +328.4% |
| All | +379.9% | +53.7% | +326.2% | +328.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling