-39.8%
INSM vs BR
-14.2%
-25.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.0% | +2.3% | +5.3% |
| 7D | +13.4% | +7.0% | +6.5% | +13.6% |
| 30D | +5.9% | +19.0% | -13.0% | +6.6% |
| 3M | +11.4% | +13.1% | -1.7% | +11.7% |
| 6M | -21.4% | +24.6% | -46.1% | -20.7% |
| YTD | -36.8% | -13.6% | -23.2% | -35.0% |
| 1Y | -39.8% | -13.1% | -26.7% | -35.5% |
| All | -39.8% | -14.2% | -25.6% | -35.5% |
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