+833.7%
INSM vs BMRN
-29.6%
+863.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | +2.5% | -1.3% | +3.7% | +3.2% |
| 30D | -2.2% | -6.5% | +4.3% | +1.8% |
| 3M | +33.8% | +18.3% | +15.5% | +20.9% |
| 6M | -7.2% | +8.9% | -16.1% | -12.3% |
| YTD | -25.6% | +10.5% | -36.2% | -30.5% |
| 1Y | -11.2% | +17.5% | -28.7% | -21.3% |
| 3Y | +388.3% | -27.7% | +416.1% | +455.2% |
| 5Y | +376.6% | -15.8% | +392.4% | +384.7% |
| All | +833.7% | -29.6% | +863.3% | +835.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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