+573.6%
INSM vs BAM
+67.8%
+505.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.6% |
| 7D | +1.7% | -3.9% | +5.6% | +2.5% |
| 30D | -4.4% | -8.8% | +4.4% | -2.9% |
| 3M | +30.0% | +2.2% | +27.9% | +29.2% |
| 6M | -10.0% | +5.9% | -15.9% | -11.4% |
| YTD | -26.0% | -6.1% | -19.9% | -25.7% |
| 1Y | -12.5% | -11.6% | -0.9% | -11.2% |
| 3Y | +390.5% | +51.7% | +338.8% | +345.3% |
| All | +573.6% | +67.8% | +505.8% | +495.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling