-23.5%
INSM vs CASY
+8,004.3%
-8,027.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +6.5% | +0.1% | +6.5% | +6.5% |
| 30D | +27.5% | -11.3% | +38.9% | +30.9% |
| 3M | +20.4% | -0.6% | +21.0% | +18.7% |
| 6M | -15.7% | +10.7% | -26.5% | -19.2% |
| YTD | -27.4% | +37.1% | -64.6% | -34.1% |
| 1Y | -11.4% | +52.3% | -63.7% | -21.8% |
| 3Y | +457.8% | +215.2% | +242.6% | +307.5% |
| 5Y | +343.0% | +276.5% | +66.5% | +207.6% |
| 10Y | +848.1% | +508.4% | +339.8% | +483.8% |
| All | -23.5% | +8,004.3% | -8,027.7% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling