+260.1%
BSX vs INSM
-20.5%
+280.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -3.0% | -4.1% |
| 7D | -8.2% | +0.5% | -8.7% | -8.2% |
| 30D | -15.8% | -4.0% | -11.8% | -15.6% |
| 3M | -10.8% | +38.5% | -49.4% | -12.8% |
| 6M | -38.4% | -11.5% | -26.9% | -38.4% |
| YTD | -54.8% | -26.9% | -27.9% | -54.3% |
| 1Y | -59.0% | -12.8% | -46.3% | -59.1% |
| 3Y | -20.0% | +384.7% | -404.7% | -30.2% |
| 5Y | -3.1% | +368.8% | -371.9% | -16.3% |
| 10Y | +83.3% | +865.7% | -782.4% | +43.3% |
| All | +260.1% | -20.5% | +280.6% | +147.5% |
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