-23.3%
INSM vs BRKR
+172.5%
-195.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +2.5% | -8.7% | +11.1% | +4.4% |
| 30D | -2.2% | -9.9% | +7.7% | -0.1% |
| 3M | +33.8% | -3.1% | +36.9% | +32.6% |
| 6M | -7.2% | +45.5% | -52.7% | -17.0% |
| YTD | -25.6% | +13.7% | -39.3% | -30.1% |
| 1Y | -11.2% | +67.4% | -78.7% | -24.3% |
| 3Y | +388.3% | -13.2% | +401.6% | +362.9% |
| 5Y | +376.6% | -39.5% | +416.1% | +386.0% |
| 10Y | +881.9% | +153.5% | +728.4% | +641.6% |
| All | -23.3% | +172.5% | -195.8% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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