+3.3%
BLK vs INSM
-11.6%
+14.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -3.6% | +6.5% | -10.2% | -3.7% |
| 30D | -1.0% | +27.5% | -28.5% | -1.7% |
| 3M | +10.4% | +20.4% | -10.0% | +9.7% |
| 6M | +8.2% | -15.7% | +23.9% | +8.4% |
| YTD | +6.0% | -27.4% | +33.5% | +6.1% |
| 1Y | +3.3% | -11.4% | +14.7% | +3.6% |
| All | +3.3% | -11.6% | +14.9% | +3.6% |
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