+388.3%
INSM vs BMRN
-27.2%
+415.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +2.5% | -1.3% | +3.7% | +2.9% |
| 30D | -2.2% | -6.5% | +4.3% | +0.3% |
| 3M | +33.8% | +18.3% | +15.5% | +26.1% |
| 6M | -7.2% | +8.9% | -16.1% | -10.3% |
| YTD | -25.6% | +10.5% | -36.2% | -28.4% |
| 1Y | -11.2% | +17.5% | -28.7% | -16.6% |
| 3Y | +388.3% | -27.7% | +416.1% | +426.7% |
| All | +388.3% | -27.2% | +415.5% | +426.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling