+661.1%
BX vs INSM
+884.9%
-223.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.3% |
| 7D | -5.6% | +2.5% | -8.1% | -5.8% |
| 30D | -12.2% | -2.2% | -10.1% | -12.1% |
| 3M | +7.4% | +33.8% | -26.4% | +3.9% |
| 6M | +22.2% | -7.2% | +29.3% | +21.6% |
| YTD | -14.0% | -25.6% | +11.6% | -12.8% |
| 1Y | -27.3% | -11.2% | -16.1% | -27.8% |
| 3Y | +24.5% | +388.3% | -363.8% | +0.1% |
| 5Y | +18.9% | +376.6% | -357.8% | -6.1% |
| All | +661.1% | +884.9% | -223.8% | +484.3% |
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