-11.4%
INSM vs BDX
+27.3%
-38.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +6.5% | -2.5% | +9.1% | +7.0% |
| 30D | +27.5% | +8.3% | +19.3% | +26.2% |
| 3M | +20.4% | +24.4% | -4.0% | +20.1% |
| 6M | -15.7% | +9.2% | -24.9% | -13.5% |
| YTD | -27.4% | +22.7% | -50.2% | -25.9% |
| 1Y | -11.4% | +25.9% | -37.3% | -8.0% |
| All | -11.4% | +27.3% | -38.7% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling