+386.0%
INSM vs BAH
-31.4%
+417.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +1.7% | -1.3% | +3.0% | +1.6% |
| 30D | -4.4% | -6.6% | +2.2% | -4.8% |
| 3M | +30.0% | -7.2% | +37.2% | +29.5% |
| 6M | -10.0% | -10.0% | 0.0% | -10.4% |
| YTD | -26.0% | -12.5% | -13.5% | -26.5% |
| 1Y | -12.5% | -27.9% | +15.4% | -14.0% |
| All | +386.0% | -31.4% | +417.4% | +347.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling