-11.4%
INSM vs BTDR
-4.8%
-6.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.3% | -0.5% |
| 7D | +6.5% | +20.0% | -13.4% | +5.7% |
| 30D | +27.5% | +11.9% | +15.6% | +26.6% |
| 3M | +20.4% | -36.9% | +57.3% | +23.6% |
| 6M | -15.7% | +56.5% | -72.3% | -16.7% |
| YTD | -27.4% | +10.4% | -37.9% | -28.0% |
| 1Y | -11.4% | +3.1% | -14.5% | -13.8% |
| All | -11.4% | -4.8% | -6.6% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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