-11.4%
INSM vs BTI
+5.0%
-16.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +6.5% | -1.4% | +7.9% | +6.7% |
| 30D | +27.5% | -6.6% | +34.2% | +28.8% |
| 3M | +20.4% | -3.0% | +23.4% | +19.1% |
| 6M | -15.7% | -6.7% | -9.1% | -15.6% |
| YTD | -27.4% | +0.6% | -28.0% | -26.1% |
| 1Y | -11.4% | +5.6% | -17.0% | -4.9% |
| All | -11.4% | +5.0% | -16.4% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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