-39.8%
INSM vs BAH
+6.2%
-46.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.9% | +5.4% |
| 7D | +13.4% | +5.8% | +7.7% | +13.7% |
| 30D | +5.9% | +28.7% | -22.8% | +7.7% |
| 3M | +11.4% | +20.9% | -9.5% | +12.7% |
| 6M | -21.4% | +15.2% | -36.6% | -20.6% |
| YTD | -36.8% | +7.1% | -43.9% | -37.2% |
| 1Y | -39.8% | +6.4% | -46.2% | -40.1% |
| All | -39.8% | +6.2% | -46.0% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling