+754.3%
INSM vs BURL
+261.4%
+492.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | +0.3% |
| 7D | +6.2% | +7.7% | -1.5% | +4.0% |
| 30D | +15.4% | -7.1% | +22.6% | +17.8% |
| 3M | -11.4% | -30.3% | +18.9% | -2.5% |
| 6M | +14.6% | -15.5% | +30.1% | +18.4% |
| YTD | -33.3% | -11.0% | -22.3% | -32.3% |
| 1Y | -38.8% | -8.4% | -30.4% | -38.9% |
| 3Y | +395.7% | +96.7% | +299.1% | +262.8% |
| 5Y | +258.9% | -14.1% | +272.9% | +235.7% |
| 10Y | +754.3% | +255.1% | +499.2% | +458.2% |
| All | +754.3% | +261.4% | +492.9% | +458.2% |
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