+50.0%
BMY vs INSM
-11.6%
+61.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +0.4% | +6.5% | -6.2% | -0.2% |
| 30D | +5.0% | +27.5% | -22.5% | +2.4% |
| 3M | +19.4% | +20.4% | -1.0% | +16.7% |
| 6M | +9.5% | -15.7% | +25.3% | +11.8% |
| YTD | +28.1% | -27.4% | +55.5% | +34.2% |
| 1Y | +50.0% | -11.4% | +61.4% | +45.5% |
| All | +50.0% | -11.6% | +61.6% | +45.5% |
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