+711.2%
BA vs INSM
-21.1%
+732.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.1% |
| 3M | -2.4% | +20.4% | -22.7% | -3.7% |
| 6M | -6.6% | -15.7% | +9.1% | -6.4% |
| YTD | -2.2% | -27.4% | +25.2% | -1.3% |
| 1Y | -8.0% | -11.4% | +3.4% | -8.4% |
| 3Y | -5.0% | +457.8% | -462.8% | -17.2% |
| 5Y | -2.7% | +343.0% | -345.7% | -14.9% |
| 10Y | +75.9% | +848.1% | -772.2% | +44.5% |
| All | +711.2% | -21.1% | +732.3% | +515.6% |
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 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