+341.3%
INSM vs CART
+39.2%
+302.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +6.2% | +1.5% | +4.7% | +6.1% |
| 30D | +15.4% | +22.4% | -7.0% | +13.8% |
| 3M | -11.4% | +16.5% | -28.0% | -12.4% |
| 6M | +14.6% | +44.9% | -30.3% | +11.3% |
| YTD | -33.3% | +30.0% | -63.3% | -34.7% |
| 1Y | -38.8% | +59.1% | -97.9% | -40.8% |
| 3Y | +395.7% | +138.8% | +256.9% | +357.6% |
| All | +341.3% | +39.2% | +302.1% | +315.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling