+833.7%
INSM vs BBY
+252.7%
+581.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.5% |
| 7D | +2.5% | +0.6% | +1.9% | +2.2% |
| 30D | -2.2% | +9.4% | -11.6% | -5.8% |
| 3M | +33.8% | +19.3% | +14.5% | +23.0% |
| 6M | -7.2% | +47.9% | -55.1% | -23.0% |
| YTD | -25.6% | +39.6% | -65.2% | -37.3% |
| 1Y | -11.2% | +22.2% | -33.4% | -21.4% |
| 3Y | +388.3% | +45.0% | +343.4% | +268.2% |
| 5Y | +376.6% | +2.6% | +374.1% | +306.1% |
| All | +833.7% | +252.7% | +581.0% | +312.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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