-36.6%
INSM vs BURL
-15.0%
-21.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +2.9% |
| 7D | +5.9% | -1.6% | +7.5% | +6.0% |
| 30D | +23.9% | -7.7% | +31.6% | +24.2% |
| 3M | -4.1% | -31.7% | +27.6% | -3.1% |
| 6M | +2.7% | -15.2% | +17.8% | +3.0% |
| YTD | -30.4% | -15.9% | -14.5% | -28.5% |
| 1Y | -36.6% | -14.2% | -22.3% | -34.2% |
| All | -36.6% | -15.0% | -21.5% | -34.2% |
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 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