-39.8%
INSM vs CASY
+32.1%
-72.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +3.9% | +5.4% |
| 7D | +13.4% | +0.8% | +12.6% | +13.5% |
| 30D | +5.9% | +9.4% | -3.5% | +6.6% |
| 3M | +11.4% | -20.6% | +32.0% | +9.8% |
| 6M | -21.4% | -20.7% | -0.7% | -19.2% |
| YTD | -36.8% | +22.5% | -59.3% | -45.0% |
| 1Y | -39.8% | +29.5% | -69.3% | -47.3% |
| All | -39.8% | +32.1% | -72.0% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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