+911.5%
BE vs INSM
+426.4%
+485.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.4% |
| 7D | +20.0% | +6.5% | +13.4% | +17.8% |
| 30D | +7.9% | +27.5% | -19.6% | -1.3% |
| 3M | -13.2% | +20.4% | -33.6% | -19.3% |
| 6M | +53.5% | -15.7% | +69.2% | +56.5% |
| YTD | +191.0% | -27.4% | +218.5% | +207.9% |
| 1Y | +360.5% | -11.4% | +371.9% | +355.5% |
| 3Y | +1,568.0% | +457.8% | +1,110.2% | +646.2% |
| 5Y | +1,055.2% | +343.0% | +712.2% | +459.5% |
| All | +911.5% | +426.4% | +485.1% | +282.4% |
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