-22.9%
INSM vs BMRN
+271.7%
-294.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.6% |
| 7D | +0.5% | -1.4% | +1.9% | +0.8% |
| 30D | -4.0% | -5.8% | +1.8% | -2.6% |
| 3M | +38.5% | +16.6% | +21.9% | +33.5% |
| 6M | -11.5% | +7.6% | -19.1% | -13.1% |
| YTD | -26.9% | +10.2% | -37.1% | -28.6% |
| 1Y | -12.8% | +20.2% | -33.0% | -17.0% |
| 3Y | +384.7% | -27.4% | +412.1% | +413.1% |
| 5Y | +368.8% | -16.0% | +384.8% | +384.6% |
| 10Y | +865.7% | -30.3% | +896.0% | +932.4% |
| All | -22.9% | +271.7% | -294.5% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling