+690.5%
CAT vs INSM
+727.1%
-36.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.9% | +2.8% |
| 7D | +1.7% | +9.8% | -8.0% | +1.1% |
| 30D | -24.6% | +22.5% | -47.1% | -25.8% |
| 3M | -28.5% | -8.9% | -19.6% | -28.2% |
| 6M | -34.8% | +16.2% | -51.0% | -36.0% |
| YTD | +5.9% | -30.6% | +36.5% | +7.4% |
| 1Y | +6.8% | -37.7% | +44.5% | +9.0% |
| 3Y | +161.1% | +408.4% | -247.3% | +121.3% |
| 5Y | +213.4% | +279.6% | -66.2% | +166.9% |
| All | +690.5% | +727.1% | -36.6% | +531.5% |
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