+360.5%
INSM vs BROS
+33.7%
+326.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.8% |
| 7D | +0.5% | -6.1% | +6.5% | +1.2% |
| 30D | -4.0% | -12.4% | +8.4% | -2.6% |
| 3M | +38.5% | -27.9% | +66.5% | +41.7% |
| 6M | -11.5% | -16.8% | +5.3% | -11.5% |
| YTD | -26.9% | -29.0% | +2.2% | -25.4% |
| 1Y | -12.8% | -33.2% | +20.4% | -10.7% |
| 3Y | +384.7% | +56.8% | +327.9% | +300.3% |
| All | +360.5% | +33.7% | +326.8% | +318.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling