+367.9%
INSM vs BDX
-2.2%
+370.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +2.5% | -3.2% | +5.6% | +3.3% |
| 30D | -2.2% | -2.5% | +0.4% | -1.5% |
| 3M | +33.8% | +21.4% | +12.4% | +28.1% |
| 6M | -7.2% | +10.4% | -17.6% | -9.1% |
| YTD | -25.6% | +18.8% | -44.5% | -28.8% |
| 1Y | -11.2% | +21.7% | -32.9% | -15.6% |
| 3Y | +388.3% | -10.0% | +398.3% | +410.1% |
| All | +367.9% | -2.2% | +370.1% | +373.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling