+558.8%
BA vs INSM
-27.4%
+586.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | -1.7% | +6.2% | -7.9% | -2.0% |
| 30D | -9.5% | +15.4% | -24.9% | -10.2% |
| 3M | -26.5% | -11.4% | -15.0% | -26.1% |
| 6M | -27.4% | +14.6% | -41.9% | -28.3% |
| YTD | -20.6% | -33.3% | +12.7% | -19.6% |
| 1Y | -11.4% | -38.8% | +27.4% | -10.0% |
| 3Y | -10.8% | +395.7% | -406.6% | -21.8% |
| 5Y | -21.9% | +258.9% | -280.8% | -31.0% |
| 10Y | +28.1% | +754.3% | -726.2% | +5.8% |
| All | +558.8% | -27.4% | +586.3% | +401.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling