-12.8%
INSM vs BAM
-12.8%
0.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +0.5% | -6.1% | +6.5% | +0.7% |
| 30D | -4.0% | -13.8% | +9.8% | -3.4% |
| 3M | +38.5% | +4.4% | +34.2% | +38.4% |
| 6M | -11.5% | +6.4% | -17.9% | -11.9% |
| YTD | -26.9% | -7.1% | -19.8% | -27.9% |
| 1Y | -12.8% | -11.8% | -1.0% | -13.3% |
| All | -12.8% | -12.8% | 0.0% | -13.3% |
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