+1,668.8%
BKNG vs INSM
-20.5%
+1,689.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -10.7% | +0.5% | -11.1% | -10.7% |
| 30D | -18.1% | -4.0% | -14.1% | -17.9% |
| 3M | +8.5% | +38.5% | -30.0% | +5.5% |
| 6M | -0.1% | -11.5% | +11.5% | -0.2% |
| YTD | -18.2% | -26.9% | +8.6% | -17.3% |
| 1Y | -19.9% | -12.8% | -7.1% | -20.3% |
| 3Y | +41.6% | +384.7% | -343.1% | +18.6% |
| 5Y | +93.1% | +368.8% | -275.7% | +59.8% |
| 10Y | +214.8% | +865.7% | -650.9% | +128.4% |
| All | +1,668.8% | -20.5% | +1,689.3% | +899.9% |
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