+351.8%
INSM vs BROS
+41.2%
+310.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | +2.8% | -0.9% | +3.7% | +2.9% |
| 30D | -4.7% | -13.5% | +8.7% | -3.2% |
| 3M | +32.6% | -18.4% | +51.1% | +33.3% |
| 6M | -10.9% | -10.6% | -0.3% | -11.6% |
| YTD | -28.2% | -25.1% | -3.2% | -27.3% |
| 1Y | -14.9% | -28.6% | +13.8% | -13.5% |
| 3Y | +375.6% | +65.6% | +310.0% | +290.3% |
| All | +351.8% | +41.2% | +310.7% | +308.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling