+1,102.9%
CAH vs INSM
-19.5%
+1,122.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.3% |
| 7D | -2.2% | +1.7% | -4.0% | -2.3% |
| 30D | +1.2% | -4.4% | +5.6% | +1.4% |
| 3M | +13.1% | +30.0% | -17.0% | +11.6% |
| 6M | +8.5% | -10.0% | +18.5% | +8.4% |
| YTD | +17.6% | -26.0% | +43.6% | +18.4% |
| 1Y | +60.7% | -12.5% | +73.2% | +60.6% |
| 3Y | +183.2% | +390.5% | -207.3% | +159.0% |
| 5Y | +402.2% | +357.7% | +44.5% | +355.8% |
| 10Y | +302.3% | +877.2% | -574.9% | +240.0% |
| All | +1,102.9% | -19.5% | +1,122.4% | +839.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling