-39.8%
INSM vs BURL
-4.6%
-35.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.7% | -2.4% | +4.5% |
| 7D | +13.4% | +10.4% | +3.0% | +12.3% |
| 30D | +5.9% | -4.9% | +10.9% | +5.8% |
| 3M | +11.4% | -29.8% | +41.1% | +12.4% |
| 6M | -21.4% | -16.5% | -5.0% | -21.0% |
| YTD | -36.8% | -10.5% | -26.2% | -35.5% |
| 1Y | -39.8% | -5.3% | -34.5% | -37.7% |
| All | -39.8% | -4.6% | -35.3% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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