+391.9%
BAC vs INSM
+868.6%
-476.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -0.3% | +0.5% | -0.7% | -0.3% |
| 30D | -1.8% | -4.0% | +2.2% | -1.5% |
| 3M | +15.3% | +38.5% | -23.2% | +12.0% |
| 6M | +30.2% | -11.5% | +41.7% | +30.1% |
| YTD | +15.6% | -26.9% | +42.4% | +17.1% |
| 1Y | +27.5% | -12.8% | +40.2% | +27.0% |
| 3Y | +137.0% | +384.7% | -247.7% | +98.8% |
| 5Y | +75.6% | +368.8% | -293.2% | +44.2% |
| All | +391.9% | +868.6% | -476.8% | +285.3% |
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