+348.8%
INSM vs CART
+39.2%
+309.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.2% |
| 7D | +8.6% | +1.2% | +7.4% | +8.5% |
| 30D | +22.0% | +17.8% | +4.2% | +20.6% |
| 3M | -10.7% | +20.7% | -31.4% | -11.9% |
| 6M | +1.8% | +49.7% | -47.9% | -1.4% |
| YTD | -32.2% | +30.0% | -62.2% | -33.6% |
| 1Y | -39.3% | +48.4% | -87.7% | -41.0% |
| 3Y | +397.1% | +132.0% | +265.2% | +359.2% |
| All | +348.8% | +39.2% | +309.5% | +322.1% |
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