+1,312.5%
INSM vs CVE
+61.8%
+1,250.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.4% |
| 7D | +1.6% | -16.1% | +17.8% | +7.0% |
| 30D | +12.5% | -10.4% | +22.8% | +15.6% |
| 3M | -13.7% | -2.4% | -11.3% | -13.8% |
| 6M | -16.5% | -4.4% | -12.1% | -16.4% |
| YTD | -34.3% | +64.9% | -99.2% | -45.2% |
| 1Y | -38.4% | +66.0% | -104.4% | -48.7% |
| 3Y | +379.9% | +57.7% | +322.3% | +293.7% |
| 5Y | +242.2% | +144.7% | +97.5% | +128.4% |
| 10Y | +920.6% | +139.2% | +781.4% | +434.7% |
| All | +1,312.5% | +61.8% | +1,250.6% | +689.1% |
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