+681.4%
INSM vs CASY
+550.0%
+131.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | +8.6% | +2.5% | +6.1% | +7.7% |
| 30D | +22.0% | +10.2% | +11.8% | +18.2% |
| 3M | -10.7% | -15.7% | +5.0% | -6.5% |
| 6M | +1.8% | -18.4% | +20.2% | +6.0% |
| YTD | -32.2% | +28.3% | -60.4% | -41.0% |
| 1Y | -39.3% | +32.6% | -71.8% | -47.9% |
| 3Y | +397.1% | +159.5% | +237.6% | +221.6% |
| 5Y | +270.6% | +263.9% | +6.7% | +102.3% |
| All | +681.4% | +550.0% | +131.4% | +264.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling