+1,659.0%
INSM vs BAH
+876.9%
+782.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +2.8% | -4.3% | +7.1% | +4.2% |
| 30D | -4.7% | -4.5% | -0.3% | -3.4% |
| 3M | +32.6% | -7.6% | +40.2% | +35.2% |
| 6M | -10.9% | -10.6% | -0.3% | -8.9% |
| YTD | -28.2% | -12.6% | -15.7% | -27.3% |
| 1Y | -14.9% | -27.0% | +12.1% | -8.7% |
| 3Y | +375.6% | -31.5% | +407.1% | +378.6% |
| 5Y | +349.1% | -3.8% | +352.9% | +279.1% |
| 10Y | +796.6% | +183.9% | +612.6% | +359.2% |
| All | +1,659.0% | +876.9% | +782.2% | +398.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling