+177.7%
BP vs INSM
-21.1%
+198.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +3.9% | +6.5% | -2.6% | +3.6% |
| 30D | +7.6% | +27.5% | -19.9% | +6.2% |
| 3M | +0.7% | +20.4% | -19.7% | -0.5% |
| 6M | +15.5% | -15.7% | +31.2% | +15.7% |
| YTD | +30.8% | -27.4% | +58.3% | +31.9% |
| 1Y | +34.3% | -11.4% | +45.7% | +33.9% |
| 3Y | +35.1% | +457.8% | -422.8% | +20.5% |
| 5Y | +126.8% | +343.0% | -216.1% | +102.3% |
| 10Y | +123.4% | +848.1% | -724.8% | +85.0% |
| All | +177.7% | -21.1% | +198.7% | +100.1% |
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