+360.5%
INSM vs CART
+40.2%
+320.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.4% |
| 3M | -4.1% | +17.6% | -21.6% | -5.2% |
| 6M | +2.7% | +47.4% | -44.7% | -0.3% |
| YTD | -30.4% | +30.9% | -61.3% | -31.9% |
| 1Y | -36.6% | +46.0% | -82.5% | -38.3% |
| 3Y | +406.9% | +130.3% | +276.6% | +368.2% |
| All | +360.5% | +40.2% | +320.3% | +333.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling