+240.7%
BMY vs INSM
-19.5%
+260.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.6% | -0.5% |
| 7D | -4.8% | +1.7% | -6.5% | -4.9% |
| 30D | -0.7% | -4.4% | +3.8% | -0.5% |
| 3M | +15.3% | +30.0% | -14.7% | +14.0% |
| 6M | +8.5% | -10.0% | +18.6% | +8.5% |
| YTD | +23.4% | -26.0% | +49.4% | +24.2% |
| 1Y | +42.9% | -12.5% | +55.4% | +42.8% |
| 3Y | +22.0% | +390.5% | -368.5% | +12.7% |
| 5Y | +24.3% | +357.7% | -333.4% | +14.0% |
| 10Y | +64.6% | +877.2% | -812.6% | +41.8% |
| All | +240.7% | -19.5% | +260.2% | +179.9% |
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