-11.4%
INSM vs BAM
-8.8%
-2.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | +6.5% | -2.0% | +8.5% | +6.6% |
| 30D | +27.5% | -2.9% | +30.5% | +27.6% |
| 3M | +20.4% | +9.4% | +11.0% | +20.1% |
| 6M | -15.7% | +10.8% | -26.5% | -16.6% |
| YTD | -27.4% | -0.4% | -27.0% | -28.7% |
| 1Y | -11.4% | -10.9% | -0.5% | -10.8% |
| All | -11.4% | -8.8% | -2.6% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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