-24.3%
INSM vs BAX
+121.6%
-146.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.6% | -0.1% |
| 7D | +2.8% | -2.4% | +5.2% | +3.5% |
| 30D | -4.7% | -9.7% | +5.0% | -2.1% |
| 3M | +32.6% | +29.3% | +3.4% | +22.4% |
| 6M | -10.9% | +40.7% | -51.5% | -20.3% |
| YTD | -28.2% | +30.3% | -58.5% | -35.0% |
| 1Y | -14.9% | +3.4% | -18.3% | -18.5% |
| 3Y | +375.6% | -32.0% | +407.6% | +399.1% |
| 5Y | +349.1% | -66.9% | +415.9% | +484.5% |
| 10Y | +796.6% | -37.1% | +833.6% | +872.1% |
| All | -24.3% | +121.6% | -146.0% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling