-11.2%
INSM vs BROS
-32.8%
+21.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.9% |
| 7D | +2.5% | -5.8% | +8.2% | +1.3% |
| 30D | -2.2% | -14.0% | +11.8% | -5.0% |
| 3M | +33.8% | -32.5% | +66.3% | +24.5% |
| 6M | -7.2% | -14.9% | +7.7% | -14.2% |
| YTD | -25.6% | -28.3% | +2.6% | -32.5% |
| 1Y | -11.2% | -34.0% | +22.7% | -16.6% |
| All | -11.2% | -32.8% | +21.6% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling