-39.8%
INSM vs BIYA
-98.4%
+58.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.3% | +8.6% | +5.3% |
| 7D | +13.4% | -4.0% | +17.5% | +13.4% |
| 30D | +5.9% | -15.0% | +20.9% | +6.0% |
| 3M | +11.4% | -58.1% | +69.5% | +11.0% |
| 6M | -21.4% | -90.0% | +68.6% | -21.3% |
| YTD | -36.8% | -96.9% | +60.1% | -36.6% |
| 1Y | -39.8% | -98.2% | +58.4% | -39.6% |
| All | -39.8% | -98.4% | +58.6% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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