+92.1%
CAT vs INSM
-14.1%
+106.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | +0.6% | +0.5% | +0.1% | +0.6% |
| 30D | -4.5% | -4.0% | -0.6% | -4.3% |
| 3M | -5.8% | +38.5% | -44.3% | -9.1% |
| 6M | +12.7% | -11.5% | +24.3% | +14.2% |
| YTD | +41.4% | -26.9% | +68.2% | +44.3% |
| 1Y | +92.1% | -12.8% | +104.8% | +91.4% |
| All | +92.1% | -14.1% | +106.1% | +91.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling