+1,709.5%
BE vs INSM
+416.0%
+1,293.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.6% | -7.5% | -5.1% |
| 7D | +10.8% | +5.9% | +4.9% | +10.4% |
| 30D | -19.8% | +23.9% | -43.7% | -21.1% |
| 3M | -18.7% | -4.1% | -14.6% | -18.6% |
| 6M | -33.7% | +2.7% | -36.4% | -34.2% |
| YTD | +121.0% | -30.4% | +151.3% | +123.6% |
| 1Y | +85.4% | -36.6% | +122.0% | +88.3% |
| 3Y | +1,709.5% | +406.9% | +1,302.6% | +1,528.0% |
| All | +1,709.5% | +416.0% | +1,293.5% | +1,528.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling