+360.5%
BE vs INSM
-11.6%
+372.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.4% |
| 7D | +20.0% | +6.5% | +13.4% | +18.4% |
| 30D | +7.9% | +27.5% | -19.6% | +1.4% |
| 3M | -13.2% | +20.4% | -33.6% | -16.8% |
| 6M | +53.5% | -15.7% | +69.2% | +60.5% |
| YTD | +191.0% | -27.4% | +218.5% | +209.1% |
| 1Y | +360.5% | -11.4% | +371.9% | +338.0% |
| All | +360.5% | -11.6% | +372.1% | +338.0% |
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 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