-22.9%
INSM vs BHP
+3,691.7%
-3,714.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | +0.3% |
| 7D | +0.5% | -3.7% | +4.2% | +1.5% |
| 30D | -4.0% | -0.8% | -3.1% | -3.8% |
| 3M | +38.5% | +7.6% | +30.9% | +34.9% |
| 6M | -11.5% | +20.8% | -32.3% | -16.5% |
| YTD | -26.9% | +50.8% | -77.6% | -35.5% |
| 1Y | -12.8% | +70.9% | -83.7% | -26.1% |
| 3Y | +384.7% | +78.0% | +306.7% | +299.5% |
| 5Y | +368.8% | +113.1% | +255.7% | +259.6% |
| 10Y | +865.7% | +483.0% | +382.7% | +470.6% |
| All | -22.9% | +3,691.7% | -3,714.5% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling