+413.4%
INSM vs BTDR
+23.3%
+390.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.8% | +3.3% |
| 7D | +1.7% | +14.8% | -13.1% | +1.0% |
| 30D | -4.4% | +41.8% | -46.2% | -6.2% |
| 3M | +30.0% | -29.2% | +59.2% | +31.5% |
| 6M | -10.0% | +66.2% | -76.2% | -13.0% |
| YTD | -26.0% | +10.0% | -36.0% | -27.5% |
| 1Y | -12.5% | -11.0% | -1.5% | -14.2% |
| 3Y | +390.5% | +6.9% | +383.5% | +347.7% |
| 5Y | +357.7% | +24.7% | +333.0% | +297.1% |
| All | +413.4% | +23.3% | +390.1% | +345.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling