+81.0%
BSX vs INSM
+884.9%
-803.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -10.1% | +2.5% | -12.6% | -10.2% |
| 30D | -16.4% | -2.2% | -14.2% | -16.3% |
| 3M | -8.9% | +33.8% | -42.7% | -11.1% |
| 6M | -38.3% | -7.2% | -31.1% | -38.5% |
| YTD | -54.9% | -25.6% | -29.3% | -54.4% |
| 1Y | -58.8% | -11.2% | -47.6% | -59.0% |
| 3Y | -21.2% | +388.3% | -409.6% | -33.3% |
| 5Y | -3.3% | +376.6% | -380.0% | -19.7% |
| All | +81.0% | +884.9% | -803.9% | +42.0% |
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