+289.9%
BNY vs INSM
+392.8%
-102.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | 0.0% |
| 7D | -1.3% | +2.5% | -3.8% | -1.4% |
| 30D | -0.2% | -2.2% | +2.0% | -0.1% |
| 3M | +14.9% | +33.8% | -18.9% | +14.4% |
| 6M | +40.0% | -7.2% | +47.2% | +39.8% |
| YTD | +42.0% | -25.6% | +67.6% | +42.0% |
| 1Y | +56.9% | -11.2% | +68.1% | +56.6% |
| 3Y | +289.9% | +388.3% | -98.5% | +294.8% |
| All | +289.9% | +392.8% | -102.9% | +294.8% |
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