-54.1%
BMNR vs INSM
-40.5%
-13.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -1.1% | -11.4% | -12.4% |
| 7D | -12.3% | -2.5% | -9.7% | -12.0% |
| 30D | -27.5% | +3.4% | -30.8% | -27.8% |
| 3M | +3.1% | +9.8% | -6.7% | +0.6% |
| 6M | -17.7% | -22.0% | +4.3% | -14.1% |
| YTD | -30.0% | -37.5% | +7.5% | -25.7% |
| 1Y | -54.1% | -41.8% | -12.3% | -53.2% |
| All | -54.1% | -40.5% | -13.6% | -53.2% |
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 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