+1,459.1%
INSM vs CVE
+89.9%
+1,369.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | +6.5% | +2.5% | +4.0% | +5.7% |
| 30D | +27.5% | +16.7% | +10.8% | +21.6% |
| 3M | +20.4% | +9.3% | +11.1% | +16.5% |
| 6M | -15.7% | +43.6% | -59.3% | -25.5% |
| YTD | -27.4% | +93.6% | -121.0% | -42.0% |
| 1Y | -11.4% | +98.8% | -110.1% | -30.1% |
| 3Y | +457.8% | +73.6% | +384.2% | +346.8% |
| 5Y | +343.0% | +312.5% | +30.5% | +149.9% |
| 10Y | +848.1% | +161.0% | +687.1% | +388.1% |
| All | +1,459.1% | +89.9% | +1,369.2% | +735.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling