+276.2%
BKR vs INSM
-20.5%
+296.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -6.6% |
| 7D | -6.7% | +0.5% | -7.1% | -6.7% |
| 30D | -8.3% | -4.0% | -4.4% | -8.1% |
| 3M | -5.4% | +38.5% | -43.9% | -7.4% |
| 6M | +0.8% | -11.5% | +12.3% | +0.8% |
| YTD | +31.8% | -26.9% | +58.7% | +33.2% |
| 1Y | +28.6% | -12.8% | +41.4% | +28.4% |
| 3Y | +71.2% | +384.7% | -313.5% | +50.3% |
| 5Y | +179.2% | +368.8% | -189.6% | +142.1% |
| 10Y | +124.0% | +865.7% | -741.8% | +78.6% |
| All | +276.2% | -20.5% | +296.7% | +153.2% |
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 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