-21.6%
INSM vs BRO
+2,870.1%
-2,891.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +2.5% | -7.3% | +9.8% | +5.3% |
| 30D | -2.2% | -6.9% | +4.7% | +0.2% |
| 3M | +33.8% | +10.7% | +23.1% | +27.6% |
| 6M | -7.2% | -2.7% | -4.5% | -7.9% |
| YTD | -25.6% | -16.3% | -9.3% | -22.3% |
| 1Y | -11.2% | -29.1% | +17.8% | -1.4% |
| 3Y | +388.3% | -7.8% | +396.2% | +373.0% |
| 5Y | +376.6% | +18.7% | +357.9% | +309.1% |
| 10Y | +881.9% | +291.9% | +590.0% | +454.5% |
| All | -21.6% | +2,870.1% | -2,891.7% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling