-24.3%
INSM vs BIIB
+865.9%
-890.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | 0.0% |
| 7D | +2.8% | -1.6% | +4.4% | +3.3% |
| 30D | -4.7% | +2.2% | -6.9% | -5.4% |
| 3M | +32.6% | +10.3% | +22.3% | +28.2% |
| 6M | -10.9% | +14.9% | -25.8% | -15.2% |
| YTD | -28.2% | +20.7% | -49.0% | -33.0% |
| 1Y | -14.9% | +50.3% | -65.2% | -25.7% |
| 3Y | +375.6% | -18.0% | +393.5% | +388.5% |
| 5Y | +349.1% | -33.9% | +383.0% | +383.5% |
| 10Y | +796.6% | -30.9% | +827.5% | +764.5% |
| All | -24.3% | +865.9% | -890.2% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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