+223.1%
BMNR vs INSM
+76.1%
+147.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.8% | +3.1% |
| 7D | +0.2% | +2.5% | -2.2% | -0.2% |
| 30D | +39.9% | -2.2% | +42.1% | +40.3% |
| 3M | +51.5% | +33.8% | +17.7% | +41.4% |
| 6M | +18.9% | -7.2% | +26.1% | +21.4% |
| YTD | -7.8% | -25.6% | +17.8% | -3.1% |
| 1Y | -47.6% | -11.2% | -36.4% | -42.3% |
| All | +223.1% | +76.1% | +147.0% | +438.9% |
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