+833.7%
INSM vs BLDR
+383.3%
+450.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.0% |
| 7D | +2.5% | -8.2% | +10.7% | +4.9% |
| 30D | -2.2% | -16.6% | +14.5% | +2.6% |
| 3M | +33.8% | -23.2% | +57.0% | +41.3% |
| 6M | -7.2% | -33.7% | +26.6% | +1.7% |
| YTD | -25.6% | -41.3% | +15.7% | -16.3% |
| 1Y | -11.2% | -58.8% | +47.6% | +10.2% |
| 3Y | +388.3% | -57.5% | +445.8% | +448.7% |
| 5Y | +376.6% | +12.9% | +363.7% | +239.8% |
| All | +833.7% | +383.3% | +450.3% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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