+7,423.0%
BLK vs INSM
-19.1%
+7,442.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.5% |
| 7D | -3.3% | +2.5% | -5.8% | -3.4% |
| 30D | -6.5% | -2.2% | -4.4% | -6.5% |
| 3M | +6.7% | +33.8% | -27.0% | +4.7% |
| 6M | +14.7% | -7.2% | +21.9% | +14.4% |
| YTD | +2.5% | -25.6% | +28.2% | +3.3% |
| 1Y | -2.8% | -11.2% | +8.5% | -3.1% |
| 3Y | +65.9% | +388.3% | -322.5% | +46.4% |
| 5Y | +33.0% | +376.6% | -343.7% | +16.2% |
| 10Y | +281.2% | +881.9% | -600.7% | +207.3% |
| All | +7,423.0% | -19.1% | +7,442.1% | +5,577.6% |
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 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