+348.8%
INSM vs CVE
+317.2%
+31.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | +6.5% | +2.5% | +4.0% | +5.9% |
| 30D | +27.5% | +16.7% | +10.8% | +23.1% |
| 3M | +20.4% | +9.3% | +11.1% | +17.6% |
| 6M | -15.7% | +43.6% | -59.3% | -22.9% |
| YTD | -27.4% | +93.6% | -121.0% | -38.4% |
| 1Y | -11.4% | +98.8% | -110.1% | -25.5% |
| 3Y | +457.8% | +73.6% | +384.2% | +375.3% |
| All | +348.8% | +317.2% | +31.6% | +198.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling