+833.7%
INSM vs BAX
-38.1%
+871.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +2.1% |
| 7D | +2.5% | -7.9% | +10.3% | +4.7% |
| 30D | -2.2% | -11.7% | +9.5% | +1.1% |
| 3M | +33.8% | +16.2% | +17.6% | +26.8% |
| 6M | -7.2% | +32.0% | -39.1% | -15.9% |
| YTD | -25.6% | +24.7% | -50.4% | -32.3% |
| 1Y | -11.2% | -2.6% | -8.6% | -13.3% |
| 3Y | +388.3% | -35.0% | +423.3% | +430.3% |
| 5Y | +376.6% | -67.6% | +444.2% | +609.6% |
| All | +833.7% | -38.1% | +871.8% | +885.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling