-11.4%
INSM vs BNS
+52.2%
-63.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +6.5% | +1.5% | +5.0% | +6.3% |
| 30D | +27.5% | +6.0% | +21.6% | +26.4% |
| 3M | +20.4% | +16.3% | +4.0% | +15.8% |
| 6M | -15.7% | +28.8% | -44.5% | -22.8% |
| YTD | -27.4% | +30.0% | -57.4% | -32.6% |
| 1Y | -11.4% | +50.7% | -62.1% | -20.1% |
| All | -11.4% | +52.2% | -63.6% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling