+60.7%
BMY vs INSM
+884.9%
-824.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.3% |
| 7D | -4.8% | +2.5% | -7.2% | -4.9% |
| 30D | -0.1% | -2.2% | +2.1% | 0.0% |
| 3M | +13.1% | +33.8% | -20.7% | +11.3% |
| 6M | +8.4% | -7.2% | +15.6% | +8.2% |
| YTD | +22.0% | -25.6% | +47.6% | +22.9% |
| 1Y | +40.3% | -11.2% | +51.5% | +40.1% |
| 3Y | +20.5% | +388.3% | -367.8% | +9.3% |
| 5Y | +23.7% | +376.6% | -352.9% | +10.5% |
| All | +60.7% | +884.9% | -824.1% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling