+388.3%
INSM vs BHP
+71.6%
+316.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +2.5% | -3.6% | +6.1% | +3.3% |
| 30D | -2.2% | -1.2% | -1.0% | -2.0% |
| 3M | +33.8% | +1.2% | +32.6% | +32.9% |
| 6M | -7.2% | +21.4% | -28.6% | -11.2% |
| YTD | -25.6% | +50.4% | -76.1% | -31.7% |
| 1Y | -11.2% | +67.5% | -78.7% | -20.6% |
| 3Y | +388.3% | +72.8% | +315.5% | +331.3% |
| All | +388.3% | +71.6% | +316.8% | +331.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling