-10.1%
BA vs INSM
+359.5%
-369.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | +0.5% |
| 7D | +1.1% | +1.6% | -0.5% | +1.0% |
| 30D | -7.9% | +12.5% | -20.4% | -8.1% |
| 3M | -25.3% | -13.7% | -11.6% | -25.2% |
| 6M | -24.6% | -16.5% | -8.0% | -24.5% |
| YTD | -20.1% | -34.3% | +14.1% | -19.8% |
| 1Y | -11.8% | -38.4% | +26.6% | -11.4% |
| 3Y | -10.1% | +379.9% | -390.0% | -10.2% |
| All | -10.1% | +359.5% | -369.6% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling