+1,194.1%
INSM vs BR
+1,278.7%
-84.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +2.5% | -3.0% | +5.4% | +3.8% |
| 30D | -2.2% | -0.3% | -1.9% | -2.3% |
| 3M | +33.8% | +17.3% | +16.5% | +23.8% |
| 6M | -7.2% | -6.7% | -0.5% | -5.7% |
| YTD | -25.6% | -23.4% | -2.2% | -18.2% |
| 1Y | -11.2% | -32.7% | +21.4% | +3.4% |
| 3Y | +388.3% | -5.9% | +394.2% | +378.2% |
| 5Y | +376.6% | +8.4% | +368.2% | +329.8% |
| 10Y | +881.9% | +189.2% | +692.6% | +479.7% |
| All | +1,194.1% | +1,278.7% | -84.6% | +400.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling