-24.3%
INSM vs CAG
+125.3%
-149.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | +2.8% | -5.3% | +8.1% | +3.8% |
| 30D | -4.7% | +1.0% | -5.7% | -5.0% |
| 3M | +32.6% | +17.4% | +15.3% | +28.2% |
| 6M | -10.9% | -16.8% | +5.9% | -8.3% |
| YTD | -28.2% | -6.8% | -21.5% | -28.0% |
| 1Y | -14.9% | -15.4% | +0.5% | -13.0% |
| 3Y | +375.6% | -37.1% | +412.7% | +407.0% |
| 5Y | +349.1% | -41.3% | +390.3% | +380.3% |
| 10Y | +796.6% | -35.5% | +832.0% | +784.1% |
| All | -24.3% | +125.3% | -149.6% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling