+367.0%
INSM vs BTSG
+389.4%
-22.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.6% |
| 7D | +2.5% | -3.3% | +5.8% | +2.6% |
| 30D | -2.2% | -1.6% | -0.6% | -2.1% |
| 3M | +33.8% | -6.9% | +40.7% | +34.2% |
| 6M | -7.2% | +42.1% | -49.3% | -9.7% |
| YTD | -25.6% | +56.8% | -82.5% | -28.2% |
| 1Y | -11.2% | +109.8% | -121.1% | -16.7% |
| All | +367.0% | +389.4% | -22.4% | +286.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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