+23.3%
BA vs INSM
+729.9%
-706.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | -1.1% | +5.9% | -7.0% | -1.6% |
| 30D | -7.1% | +23.9% | -31.0% | -9.1% |
| 3M | -25.5% | -4.1% | -21.4% | -25.5% |
| 6M | -28.7% | +2.7% | -31.4% | -29.6% |
| YTD | -21.0% | -30.4% | +9.4% | -19.5% |
| 1Y | -11.9% | -36.6% | +24.7% | -9.6% |
| 3Y | -16.2% | +406.9% | -423.1% | -35.2% |
| 5Y | -22.4% | +280.3% | -302.7% | -39.4% |
| All | +23.3% | +729.9% | -706.5% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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