-40.8%
BMNR vs INSM
-11.6%
-29.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.6% |
| 7D | +4.9% | +6.5% | -1.6% | +4.1% |
| 30D | +35.5% | +27.5% | +7.9% | +30.1% |
| 3M | +39.6% | +20.4% | +19.2% | +35.2% |
| 6M | +18.2% | -15.7% | +34.0% | +21.1% |
| YTD | -8.0% | -27.4% | +19.4% | -4.7% |
| 1Y | -40.8% | -11.4% | -29.4% | -48.5% |
| All | -40.8% | -11.6% | -29.2% | -48.5% |
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