+833.7%
INSM vs BBWI
-55.0%
+888.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.7% | +0.2% |
| 7D | +2.5% | -4.8% | +7.3% | +3.5% |
| 30D | -2.2% | +3.5% | -5.7% | -3.5% |
| 3M | +33.8% | -0.3% | +34.1% | +31.7% |
| 6M | -7.2% | -5.4% | -1.8% | -8.4% |
| YTD | -25.6% | -4.7% | -20.9% | -27.2% |
| 1Y | -11.2% | -30.5% | +19.2% | -7.7% |
| 3Y | +388.3% | -44.3% | +432.7% | +404.3% |
| 5Y | +376.6% | -66.9% | +443.5% | +443.8% |
| All | +833.7% | -55.0% | +888.6% | +674.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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