+20.7%
BMY vs INSM
+384.7%
-364.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | -6.4% | +0.5% | -6.8% | -6.4% |
| 30D | +0.2% | -4.0% | +4.2% | +0.3% |
| 3M | +16.0% | +38.5% | -22.6% | +15.0% |
| 6M | +8.3% | -11.5% | +19.8% | +8.3% |
| YTD | +22.2% | -26.9% | +49.0% | +22.5% |
| 1Y | +41.7% | -12.8% | +54.5% | +41.8% |
| All | +20.7% | +384.7% | -364.0% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling