+9.7%
BKR vs INSM
-40.6%
+50.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.3% | -10.9% | -5.9% |
| 7D | -8.8% | +13.4% | -22.2% | -9.6% |
| 30D | -13.1% | +5.9% | -19.0% | -13.4% |
| 3M | -18.9% | +11.4% | -30.3% | -19.8% |
| 6M | -27.2% | -21.4% | -5.8% | -26.1% |
| YTD | +10.7% | -36.8% | +47.5% | +13.9% |
| 1Y | +9.7% | -39.8% | +49.5% | +13.4% |
| All | +9.7% | -40.6% | +50.3% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling