+394.0%
INSM vs CVE
+73.1%
+320.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.6% |
| 7D | +8.6% | +4.6% | +3.9% | +7.4% |
| 30D | +22.0% | -12.0% | +34.0% | +25.4% |
| 3M | -10.7% | -3.8% | -7.0% | -10.7% |
| 6M | +1.8% | -2.7% | +4.5% | +1.1% |
| YTD | -32.2% | +73.6% | -105.8% | -43.6% |
| 1Y | -39.3% | +62.0% | -101.3% | -48.3% |
| All | +394.0% | +73.1% | +320.9% | +336.4% |
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