-39.8%
INSM vs CAG
-6.8%
-33.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.0% | -0.6% | +5.6% |
| 7D | +13.4% | +9.7% | +3.7% | +14.1% |
| 30D | +5.9% | +15.8% | -9.8% | +7.5% |
| 3M | +11.4% | +1.8% | +9.6% | +10.8% |
| 6M | -21.4% | +11.5% | -32.9% | -20.5% |
| YTD | -36.8% | -6.7% | -30.1% | -35.7% |
| 1Y | -39.8% | -5.6% | -34.2% | -38.7% |
| All | -39.8% | -6.8% | -33.0% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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