+388.3%
INSM vs BTDR
+4.4%
+384.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.1% | +1.5% |
| 7D | +2.5% | -3.4% | +5.9% | +2.6% |
| 30D | -2.2% | +32.6% | -34.8% | -3.9% |
| 3M | +33.8% | -32.2% | +66.0% | +35.8% |
| 6M | -7.2% | +52.4% | -59.5% | -10.3% |
| YTD | -25.6% | +6.7% | -32.3% | -27.2% |
| 1Y | -11.2% | -15.2% | +4.0% | -13.0% |
| 3Y | +388.3% | +14.9% | +373.5% | +333.0% |
| All | +388.3% | +4.4% | +384.0% | +333.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling