+485.7%
BNY vs INSM
-19.1%
+504.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.1% |
| 6M | +40.0% | -7.2% | +47.2% | +39.7% |
| YTD | +42.0% | -25.6% | +67.6% | +43.0% |
| 1Y | +56.9% | -11.2% | +68.1% | +56.4% |
| 3Y | +289.9% | +388.3% | -98.5% | +249.1% |
| 5Y | +259.2% | +376.6% | -117.5% | +218.5% |
| 10Y | +413.3% | +881.9% | -468.6% | +321.4% |
| All | +485.7% | -19.1% | +504.9% | +309.9% |
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