+367.9%
INSM vs BNS
+94.7%
+273.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | -2.2% | +3.5% | -5.6% | -3.9% |
| 3M | +33.8% | +14.1% | +19.7% | +24.7% |
| 6M | -7.2% | +33.8% | -40.9% | -20.4% |
| YTD | -25.6% | +29.5% | -55.1% | -35.2% |
| 1Y | -11.2% | +48.4% | -59.6% | -28.3% |
| 3Y | +388.3% | +129.6% | +258.7% | +208.3% |
| All | +367.9% | +94.7% | +273.2% | +206.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling