+1,003.0%
BE vs INSM
+439.4%
+563.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.0% | +6.2% |
| 7D | +9.0% | +2.5% | +6.6% | +8.3% |
| 30D | +16.3% | -2.2% | +18.4% | +16.8% |
| 3M | +10.8% | +33.8% | -23.0% | -0.2% |
| 6M | +73.2% | -7.2% | +80.4% | +71.6% |
| YTD | +217.4% | -25.6% | +243.0% | +233.3% |
| 1Y | +309.8% | -11.2% | +321.0% | +305.3% |
| 3Y | +1,726.2% | +388.3% | +1,337.8% | +783.0% |
| 5Y | +1,306.2% | +376.6% | +929.5% | +561.9% |
| All | +1,003.0% | +439.4% | +563.6% | +314.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling