+287.5%
CAH vs INSM
+884.9%
-597.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -5.1% | +2.5% | -7.6% | -5.2% |
| 30D | +0.2% | -2.2% | +2.3% | +0.3% |
| 3M | +6.3% | +33.8% | -27.5% | +4.4% |
| 6M | +9.4% | -7.2% | +16.6% | +9.2% |
| YTD | +15.0% | -25.6% | +40.6% | +15.9% |
| 1Y | +55.4% | -11.2% | +66.7% | +55.3% |
| 3Y | +173.8% | +388.3% | -214.5% | +146.7% |
| 5Y | +395.2% | +376.6% | +18.5% | +339.1% |
| All | +287.5% | +884.9% | -597.4% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 10y: compounded portfolio wealth divided by compounded INSM 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…
10y analysis · Full analysis span regression · 6 months rolling