+829.3%
INSM vs CASY
+465.7%
+363.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -14.2% | +17.4% | +7.8% |
| 7D | +1.7% | -16.5% | +18.2% | +7.2% |
| 30D | -4.4% | -26.4% | +22.0% | +5.0% |
| 3M | +30.0% | -17.3% | +47.3% | +34.0% |
| 6M | -10.0% | -5.2% | -4.8% | -12.3% |
| YTD | -26.0% | +14.1% | -40.1% | -33.2% |
| 1Y | -12.5% | +16.6% | -29.1% | -21.9% |
| 3Y | +390.5% | +163.7% | +226.8% | +207.1% |
| 5Y | +357.7% | +231.3% | +126.4% | +153.3% |
| All | +829.3% | +465.7% | +363.6% | +322.4% |
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