-39.8%
INSM vs CART
+61.3%
-101.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.6% | +3.8% | +5.2% |
| 7D | +13.4% | +1.4% | +12.1% | +13.3% |
| 30D | +5.9% | +29.7% | -23.7% | +3.4% |
| 3M | +11.4% | +29.7% | -18.3% | +8.6% |
| 6M | -21.4% | +36.8% | -58.2% | -24.2% |
| YTD | -36.8% | +31.7% | -68.5% | -37.1% |
| 1Y | -39.8% | +62.4% | -102.2% | -43.2% |
| All | -39.8% | +61.3% | -101.1% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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