+297.2%
INSM vs BBWI
-67.6%
+364.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.4% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +23.9% | +12.9% | +11.0% | +21.8% |
| 3M | -4.1% | +16.0% | -20.1% | -6.5% |
| 6M | +2.7% | +16.6% | -13.9% | -1.1% |
| YTD | -30.4% | +9.7% | -40.1% | -32.8% |
| 1Y | -36.6% | +1.5% | -38.0% | -38.5% |
| 3Y | +406.9% | -21.4% | +428.3% | +383.1% |
| All | +297.2% | -67.6% | +364.9% | +404.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling