+55.3%
BE vs INSM
-40.6%
+95.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.3% | -11.7% | -7.3% |
| 7D | -12.1% | +13.4% | -25.6% | -14.6% |
| 30D | -30.1% | +5.9% | -36.0% | -31.0% |
| 3M | -12.1% | +11.4% | -23.5% | -15.7% |
| 6M | -30.6% | -21.4% | -9.1% | -25.9% |
| YTD | +130.6% | -36.8% | +167.4% | +154.5% |
| 1Y | +55.3% | -39.8% | +95.1% | +50.7% |
| All | +55.3% | -40.6% | +95.9% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling