-24.3%
INSM vs BB
+28.5%
-52.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.5% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | -4.7% | -12.4% | +7.6% | -3.0% |
| 3M | +32.6% | -15.3% | +47.9% | +34.4% |
| 6M | -10.9% | +128.8% | -139.7% | -23.9% |
| YTD | -28.2% | +107.7% | -135.9% | -37.9% |
| 1Y | -14.9% | +103.9% | -118.7% | -26.8% |
| 3Y | +375.6% | +72.6% | +303.0% | +297.9% |
| 5Y | +349.1% | -24.3% | +373.3% | +319.8% |
| 10Y | +796.6% | +3.1% | +793.4% | +610.9% |
| All | -24.3% | +28.5% | -52.8% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling