+585.1%
INSM vs BNS
+1,463.9%
-878.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.5% |
| 7D | +1.7% | -1.3% | +3.0% | +2.3% |
| 30D | -4.4% | +4.0% | -8.4% | -6.4% |
| 3M | +30.0% | +13.8% | +16.3% | +21.5% |
| 6M | -10.0% | +32.7% | -42.7% | -22.1% |
| YTD | -26.0% | +27.6% | -53.6% | -34.8% |
| 1Y | -12.5% | +47.4% | -59.9% | -28.3% |
| 3Y | +390.5% | +129.0% | +261.5% | +221.7% |
| 5Y | +357.7% | +92.7% | +265.0% | +224.2% |
| 10Y | +877.2% | +182.1% | +695.2% | +476.6% |
| All | +585.1% | +1,463.9% | -878.8% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling