+701.9%
INSM vs BAH
+198.8%
+503.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +5.9% | +1.7% | +4.2% | +5.4% |
| 30D | +23.9% | +20.8% | +3.1% | +17.7% |
| 3M | -4.1% | +11.6% | -15.7% | -7.3% |
| 6M | +2.7% | +23.1% | -20.4% | -4.0% |
| YTD | -30.4% | +5.3% | -35.6% | -33.3% |
| 1Y | -36.6% | +6.1% | -42.7% | -39.7% |
| 3Y | +406.9% | -27.5% | +434.4% | +403.9% |
| 5Y | +280.3% | +6.2% | +274.1% | +202.5% |
| All | +701.9% | +198.8% | +503.1% | +294.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling