+1,138.1%
INSM vs BUD
+201.1%
+937.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +6.5% | +0.3% | +6.3% | +6.4% |
| 30D | +27.5% | -5.7% | +33.2% | +30.5% |
| 3M | +20.4% | +3.1% | +17.2% | +17.7% |
| 6M | -15.7% | +7.9% | -23.6% | -19.6% |
| YTD | -27.4% | +27.3% | -54.8% | -36.2% |
| 1Y | -11.4% | +37.8% | -49.2% | -25.4% |
| 3Y | +457.8% | +49.8% | +408.0% | +329.4% |
| 5Y | +343.0% | +43.8% | +299.1% | +243.7% |
| 10Y | +848.1% | -22.6% | +870.8% | +870.8% |
| All | +1,138.1% | +201.1% | +937.0% | +312.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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