+833.7%
INSM vs BRO
+294.2%
+539.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +2.5% | -7.3% | +9.8% | +6.2% |
| 30D | -2.2% | -6.9% | +4.7% | +0.9% |
| 3M | +33.8% | +10.7% | +23.1% | +25.5% |
| 6M | -7.2% | -2.7% | -4.5% | -8.1% |
| YTD | -25.6% | -16.3% | -9.3% | -20.7% |
| 1Y | -11.2% | -29.1% | +17.8% | +3.4% |
| 3Y | +388.3% | -7.8% | +396.2% | +346.3% |
| 5Y | +376.6% | +18.7% | +357.9% | +237.9% |
| All | +833.7% | +294.2% | +539.4% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling