+1,157.1%
CAT vs INSM
+841.5%
+315.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -4.0% | -1.1% |
| 7D | +2.9% | +1.7% | +1.2% | +2.8% |
| 30D | -2.6% | -4.4% | +1.8% | -2.3% |
| 3M | -10.7% | +30.0% | -40.7% | -12.8% |
| 6M | +16.1% | -10.0% | +26.2% | +16.1% |
| YTD | +43.2% | -26.0% | +69.2% | +45.0% |
| 1Y | +96.8% | -12.5% | +109.3% | +96.3% |
| 3Y | +201.4% | +390.5% | -189.1% | +155.8% |
| 5Y | +332.7% | +357.7% | -25.0% | +261.5% |
| 10Y | +1,157.1% | +877.2% | +279.9% | +853.2% |
| All | +1,157.1% | +841.5% | +315.6% | +853.2% |
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 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