+553.2%
INSM vs BAM
+71.9%
+481.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.5% |
| 7D | +2.8% | -1.6% | +4.4% | +3.1% |
| 30D | -4.7% | -6.0% | +1.3% | -3.8% |
| 3M | +32.6% | +7.3% | +25.3% | +30.6% |
| 6M | -10.9% | +8.2% | -19.1% | -12.6% |
| YTD | -28.2% | -3.8% | -24.4% | -28.3% |
| 1Y | -14.9% | -10.7% | -4.1% | -13.7% |
| 3Y | +375.6% | +55.3% | +320.3% | +329.9% |
| All | +553.2% | +71.9% | +481.3% | +474.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling