+142.2%
BP vs INSM
+729.9%
-587.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.7% |
| 7D | +3.8% | +5.9% | -2.1% | +3.4% |
| 30D | -5.3% | +23.9% | -29.2% | -6.6% |
| 3M | +9.3% | -4.1% | +13.3% | +9.3% |
| 6M | +7.2% | +2.7% | +4.5% | +6.4% |
| YTD | +38.0% | -30.4% | +68.4% | +39.7% |
| 1Y | +33.2% | -36.6% | +69.8% | +35.5% |
| 3Y | +50.3% | +406.9% | -356.7% | +28.8% |
| 5Y | +114.1% | +280.3% | -166.2% | +84.0% |
| All | +142.2% | +729.9% | -587.7% | +94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling