+833.7%
INSM vs BTG
+159.3%
+674.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +2.5% | -3.8% | +6.2% | +2.9% |
| 30D | -2.2% | +3.6% | -5.8% | -2.6% |
| 3M | +33.8% | +32.0% | +1.8% | +29.2% |
| 6M | -7.2% | +3.4% | -10.5% | -8.4% |
| YTD | -25.6% | +20.8% | -46.4% | -28.4% |
| 1Y | -11.2% | +22.4% | -33.6% | -15.0% |
| 3Y | +388.3% | +91.7% | +296.6% | +336.8% |
| 5Y | +376.6% | +79.0% | +297.7% | +326.4% |
| All | +833.7% | +159.3% | +674.4% | +767.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling