+388.3%
INSM vs BB
+64.9%
+323.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | -0.1% | +1.6% |
| 7D | +2.5% | -0.4% | +2.9% | +2.5% |
| 30D | -2.2% | -12.5% | +10.4% | -1.8% |
| 3M | +33.8% | -17.4% | +51.2% | +34.3% |
| 6M | -7.2% | +119.1% | -126.3% | -10.3% |
| YTD | -25.6% | +102.4% | -128.0% | -27.9% |
| 1Y | -11.2% | +98.2% | -109.4% | -14.4% |
| 3Y | +388.3% | +46.9% | +341.4% | +317.9% |
| All | +388.3% | +64.9% | +323.4% | +317.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling