+388.3%
INSM vs BR
-5.3%
+393.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | +2.5% | -3.0% | +5.4% | +2.5% |
| 30D | -2.2% | -0.3% | -1.9% | -2.2% |
| 3M | +33.8% | +17.3% | +16.5% | +33.3% |
| 6M | -7.2% | -6.7% | -0.5% | -6.9% |
| YTD | -25.6% | -23.4% | -2.2% | -24.9% |
| 1Y | -11.2% | -32.7% | +21.4% | -10.1% |
| 3Y | +388.3% | -5.9% | +394.2% | +407.8% |
| All | +388.3% | -5.3% | +393.7% | +407.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling