-24.3%
INSM vs BN
+9,145.2%
-9,169.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.1% |
| 7D | +2.8% | -1.2% | +4.0% | +3.2% |
| 30D | -4.7% | -10.9% | +6.2% | -0.5% |
| 3M | +32.6% | -11.1% | +43.7% | +38.3% |
| 6M | -10.9% | -4.4% | -6.5% | -10.1% |
| YTD | -28.2% | -14.1% | -14.1% | -25.0% |
| 1Y | -14.9% | -11.1% | -3.8% | -12.8% |
| 3Y | +375.6% | +75.6% | +300.0% | +257.8% |
| 5Y | +349.1% | +35.8% | +313.3% | +272.3% |
| 10Y | +796.6% | +261.6% | +535.0% | +425.9% |
| All | -24.3% | +9,145.2% | -9,169.5% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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