+1,029.8%
INSM vs BIDU
+1,294.4%
-264.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | +1.7% | -2.4% | +4.2% | +2.2% |
| 30D | -4.4% | -16.0% | +11.5% | -0.8% |
| 3M | +30.0% | -24.0% | +54.1% | +37.7% |
| 6M | -10.0% | -24.9% | +14.8% | -5.2% |
| YTD | -26.0% | -29.6% | +3.6% | -21.4% |
| 1Y | -12.5% | -15.2% | +2.7% | -12.5% |
| 3Y | +390.5% | -32.2% | +422.6% | +397.6% |
| 5Y | +357.7% | -43.8% | +401.5% | +356.8% |
| 10Y | +877.2% | -49.5% | +926.7% | +848.1% |
| All | +1,029.8% | +1,294.4% | -264.6% | +583.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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