+0.4%
BA vs INSM
+347.5%
-347.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +1.2% | +6.5% | -5.4% | +0.8% |
| 30D | -11.6% | +27.5% | -39.2% | -13.3% |
| 3M | -2.4% | +20.4% | -22.7% | -3.9% |
| 6M | -6.6% | -15.7% | +9.1% | -6.2% |
| YTD | -2.2% | -27.4% | +25.2% | -1.0% |
| 1Y | -8.0% | -11.4% | +3.4% | -8.6% |
| 3Y | -5.0% | +457.8% | -462.8% | -22.0% |
| All | +0.4% | +347.5% | -347.1% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling