-22.9%
INSM vs BBY
+446.1%
-469.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | -4.0% | +5.8% | -9.8% | -5.3% |
| 3M | +38.5% | +18.0% | +20.5% | +32.6% |
| 6M | -11.5% | +39.8% | -51.4% | -19.0% |
| YTD | -26.9% | +35.4% | -62.3% | -32.8% |
| 1Y | -12.8% | +21.4% | -34.2% | -18.2% |
| 3Y | +384.7% | +39.5% | +345.2% | +327.5% |
| 5Y | +368.8% | -0.5% | +369.3% | +339.3% |
| 10Y | +865.7% | +240.0% | +625.7% | +613.9% |
| All | -22.9% | +446.1% | -469.0% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling