+833.7%
INSM vs CAG
-36.2%
+869.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | +2.5% | -5.7% | +8.2% | +3.0% |
| 30D | -2.2% | -2.4% | +0.2% | -2.0% |
| 3M | +33.8% | +9.8% | +24.0% | +32.2% |
| 6M | -7.2% | -10.8% | +3.7% | -6.2% |
| YTD | -25.6% | -10.8% | -14.8% | -25.0% |
| 1Y | -11.2% | -19.0% | +7.7% | -9.6% |
| 3Y | +388.3% | -39.7% | +428.0% | +408.5% |
| 5Y | +376.6% | -43.0% | +419.6% | +396.5% |
| All | +833.7% | -36.2% | +869.9% | +759.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling