+368.8%
INSM vs CAG
-42.8%
+411.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -1.3% |
| 7D | +0.5% | -5.9% | +6.4% | +0.1% |
| 30D | -4.0% | -1.5% | -2.4% | -4.0% |
| 3M | +38.5% | +11.5% | +27.1% | +39.2% |
| 6M | -11.5% | -15.7% | +4.2% | -11.2% |
| YTD | -26.9% | -10.2% | -16.7% | -26.5% |
| 1Y | -12.8% | -18.1% | +5.3% | -12.7% |
| 3Y | +384.7% | -39.4% | +424.1% | +371.5% |
| 5Y | +368.8% | -42.6% | +411.4% | +369.0% |
| All | +368.8% | -42.8% | +411.6% | +369.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling