+73.1%
BAC vs INSM
+365.8%
-292.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.3% |
| 7D | +0.6% | +1.7% | -1.1% | +0.5% |
| 30D | -1.4% | -4.4% | +3.1% | -1.2% |
| 3M | +15.7% | +30.0% | -14.3% | +14.0% |
| 6M | +32.2% | -10.0% | +42.2% | +32.1% |
| YTD | +15.8% | -26.0% | +41.8% | +16.8% |
| 1Y | +27.3% | -12.5% | +39.8% | +27.1% |
| 3Y | +137.5% | +390.5% | -253.0% | +117.4% |
| 5Y | +73.1% | +357.7% | -284.7% | +52.0% |
| All | +73.1% | +365.8% | -292.8% | +52.0% |
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