-11.4%
INSM vs BHP
+69.4%
-80.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +6.5% | -2.9% | +9.4% | +7.1% |
| 30D | +27.5% | +3.4% | +24.2% | +26.5% |
| 3M | +20.4% | +4.1% | +16.3% | +19.0% |
| 6M | -15.7% | +20.6% | -36.3% | -19.7% |
| YTD | -27.4% | +56.1% | -83.5% | -26.7% |
| 1Y | -11.4% | +69.6% | -81.0% | -9.1% |
| All | -11.4% | +69.4% | -80.8% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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