+207.3%
CAT vs INSM
+281.9%
-74.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.5% |
| 7D | -6.3% | +14.4% | -20.7% | -6.9% |
| 30D | -26.8% | +18.8% | -45.6% | -27.5% |
| 3M | -30.0% | -11.3% | -18.7% | -29.7% |
| 6M | -34.6% | +17.9% | -52.5% | -35.5% |
| YTD | +2.9% | -31.3% | +34.3% | +4.1% |
| 1Y | +3.3% | -37.7% | +41.0% | +4.9% |
| 3Y | +153.7% | +403.1% | -249.4% | +131.5% |
| 5Y | +207.3% | +279.3% | -72.0% | +186.7% |
| All | +207.3% | +281.9% | -74.6% | +186.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling