+735.6%
INSM vs BURL
+254.9%
+480.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.8% |
| 7D | +9.8% | -0.8% | +10.6% | +10.0% |
| 30D | +22.5% | -4.4% | +26.9% | +24.0% |
| 3M | -8.9% | -28.6% | +19.7% | -0.5% |
| 6M | +16.2% | -12.3% | +28.5% | +18.9% |
| YTD | -30.6% | -11.3% | -19.3% | -29.5% |
| 1Y | -37.7% | -10.4% | -27.2% | -37.4% |
| 3Y | +408.4% | +96.1% | +312.3% | +272.3% |
| 5Y | +279.6% | -5.0% | +284.6% | +241.2% |
| 10Y | +735.6% | +251.8% | +483.8% | +443.6% |
| All | +735.6% | +254.9% | +480.7% | +443.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling