+246.2%
BAC vs INSM
-24.5%
+270.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -1.9% | +9.8% | -11.6% | -2.5% |
| 30D | -7.2% | +22.5% | -29.7% | -8.5% |
| 3M | -20.4% | -8.9% | -11.5% | -20.1% |
| 6M | +1.3% | +16.2% | -15.0% | -0.4% |
| YTD | -6.4% | -30.6% | +24.2% | -5.2% |
| 1Y | -3.5% | -37.7% | +34.2% | -1.7% |
| 3Y | +96.7% | +408.4% | -311.7% | +67.6% |
| 5Y | +20.6% | +279.6% | -259.0% | +3.4% |
| 10Y | +233.0% | +735.6% | -502.6% | +154.1% |
| All | +246.2% | -24.5% | +270.7% | +115.2% |
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