-11.4%
INSM vs BR
-29.1%
+17.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.3% |
| 7D | +6.5% | -5.3% | +11.8% | +6.6% |
| 30D | +27.5% | +6.4% | +21.1% | +27.2% |
| 3M | +20.4% | +13.6% | +6.7% | +20.3% |
| 6M | -15.7% | -6.7% | -9.0% | -15.7% |
| YTD | -27.4% | -21.1% | -6.3% | -25.2% |
| 1Y | -11.4% | -29.6% | +18.2% | -5.7% |
| All | -11.4% | -29.1% | +17.7% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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