-21.9%
INSM vs BTI
+3,596.0%
-3,617.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.5% |
| 7D | +1.7% | -2.4% | +4.1% | +2.3% |
| 30D | -4.4% | -4.8% | +0.4% | -3.5% |
| 3M | +30.0% | -8.1% | +38.2% | +32.0% |
| 6M | -10.0% | -4.2% | -5.8% | -9.5% |
| YTD | -26.0% | -1.3% | -24.7% | -26.1% |
| 1Y | -12.5% | +2.1% | -14.6% | -13.5% |
| 3Y | +390.5% | +108.9% | +281.6% | +307.2% |
| 5Y | +357.7% | +114.5% | +243.2% | +275.4% |
| 10Y | +877.2% | +72.2% | +805.0% | +713.4% |
| All | -21.9% | +3,596.0% | -3,617.9% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling