+367.9%
INSM vs BTG
+78.0%
+289.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +2.5% | -3.8% | +6.2% | +3.1% |
| 30D | -2.2% | +3.6% | -5.8% | -2.9% |
| 3M | +33.8% | +32.0% | +1.8% | +26.5% |
| 6M | -7.2% | +3.4% | -10.5% | -9.1% |
| YTD | -25.6% | +20.8% | -46.4% | -30.5% |
| 1Y | -11.2% | +22.4% | -33.6% | -18.1% |
| 3Y | +388.3% | +91.7% | +296.6% | +288.9% |
| All | +367.9% | +78.0% | +289.8% | +279.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling