+23.9%
BMY vs INSM
+352.6%
-328.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.6% |
| 6M | +8.3% | -11.5% | +19.8% | +8.3% |
| YTD | +22.2% | -26.9% | +49.0% | +22.7% |
| 1Y | +41.7% | -12.8% | +54.5% | +41.7% |
| 3Y | +20.7% | +384.7% | -364.0% | +17.8% |
| 5Y | +23.9% | +368.8% | -344.9% | +18.0% |
| All | +23.9% | +352.6% | -328.7% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling