+818.3%
INSM vs CASY
+464.4%
+353.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.5% | -17.2% | +17.7% | +6.2% |
| 30D | -4.0% | -24.4% | +20.4% | +4.5% |
| 3M | +38.5% | -31.4% | +69.9% | +55.1% |
| 6M | -11.5% | -8.9% | -2.6% | -12.4% |
| YTD | -26.9% | +13.8% | -40.7% | -33.9% |
| 1Y | -12.8% | +17.0% | -29.7% | -22.3% |
| 3Y | +384.7% | +163.1% | +221.6% | +203.7% |
| 5Y | +368.8% | +239.0% | +129.8% | +156.6% |
| All | +818.3% | +464.4% | +353.9% | +317.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling