-36.6%
INSM vs CART
+49.3%
-85.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +2.6% |
| 7D | +5.9% | +1.3% | +4.6% | +5.8% |
| 30D | +23.9% | +19.2% | +4.7% | +22.0% |
| 3M | -4.1% | +17.6% | -21.6% | -5.3% |
| 6M | +2.7% | +47.4% | -44.7% | -2.1% |
| YTD | -30.4% | +30.9% | -61.3% | -30.1% |
| 1Y | -36.6% | +46.0% | -82.5% | -38.2% |
| All | -36.6% | +49.3% | -85.8% | -38.2% |
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