+97.9%
BAC vs INSM
+416.0%
-318.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.9% |
| 7D | +3.2% | +5.9% | -2.7% | +3.1% |
| 30D | -0.7% | +23.9% | -24.6% | -1.2% |
| 3M | -20.0% | -4.1% | -15.9% | -20.0% |
| 6M | +3.4% | +2.7% | +0.7% | +3.2% |
| YTD | -5.7% | -30.4% | +24.6% | -5.4% |
| 1Y | -1.4% | -36.6% | +35.1% | -0.9% |
| 3Y | +97.9% | +406.9% | -309.0% | +93.4% |
| All | +97.9% | +416.0% | -318.1% | +93.4% |
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