-11.4%
INSM vs BAX
+9.9%
-21.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.2% |
| 7D | +6.5% | -1.1% | +7.7% | +6.4% |
| 30D | +27.5% | -5.5% | +33.0% | +27.0% |
| 3M | +20.4% | +33.5% | -13.2% | +22.6% |
| 6M | -15.7% | +35.9% | -51.6% | -14.5% |
| YTD | -27.4% | +35.4% | -62.8% | -24.5% |
| 1Y | -11.4% | +9.8% | -21.1% | -12.8% |
| All | -11.4% | +9.9% | -21.3% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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