+61.9%
INSM vs BIYA
-99.8%
+161.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.6% |
| 7D | +2.5% | -1.8% | +4.2% | +2.4% |
| 30D | -2.2% | -17.5% | +15.3% | -2.5% |
| 3M | +33.8% | -78.0% | +111.8% | +32.0% |
| 6M | -7.2% | -89.5% | +82.3% | -7.3% |
| YTD | -25.6% | -94.3% | +68.6% | -26.3% |
| 1Y | -11.2% | -98.6% | +87.4% | -17.4% |
| All | +61.9% | -99.8% | +161.7% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling