-39.8%
INSM vs BG
+7.2%
-47.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +2.9% | +5.0% |
| 7D | +13.4% | -3.8% | +17.2% | +13.9% |
| 30D | +5.9% | -9.6% | +15.5% | +7.8% |
| 3M | +11.4% | -8.5% | +19.9% | +12.2% |
| 6M | -21.4% | -23.0% | +1.6% | -17.9% |
| YTD | -36.8% | +10.9% | -47.7% | -38.5% |
| 1Y | -39.8% | +6.0% | -45.8% | -39.8% |
| All | -39.8% | +7.2% | -47.0% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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