+74.6%
BA vs INSM
+841.5%
-767.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.2% | -2.3% |
| 7D | -1.2% | +1.7% | -2.9% | -1.3% |
| 30D | -11.3% | -4.4% | -6.9% | -11.0% |
| 3M | -3.8% | +30.0% | -33.8% | -6.9% |
| 6M | -8.3% | -10.0% | +1.8% | -8.5% |
| YTD | -4.9% | -26.0% | +21.1% | -3.5% |
| 1Y | -10.1% | -12.5% | +2.4% | -10.8% |
| 3Y | -2.3% | +390.5% | -392.8% | -23.9% |
| 5Y | -3.5% | +357.7% | -361.2% | -26.2% |
| 10Y | +74.6% | +877.2% | -802.7% | +26.3% |
| All | +74.6% | +841.5% | -767.0% | +26.3% |
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