+91.7%
BKNG vs INSM
+375.8%
-284.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -9.8% | +2.5% | -12.3% | -9.9% |
| 30D | -17.9% | -2.2% | -15.7% | -17.8% |
| 3M | +6.6% | +33.8% | -27.2% | +4.6% |
| 6M | +1.1% | -7.2% | +8.3% | +0.8% |
| YTD | -18.2% | -25.6% | +7.4% | -17.5% |
| 1Y | -20.2% | -11.2% | -9.0% | -20.6% |
| 3Y | +39.9% | +388.3% | -348.5% | +22.5% |
| All | +91.7% | +375.8% | -284.1% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling