-37.7%
INSM vs BURL
-9.1%
-28.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +1.0% |
| 7D | +9.8% | -0.8% | +10.6% | +9.8% |
| 30D | +22.5% | -4.4% | +26.9% | +22.3% |
| 3M | -8.9% | -28.6% | +19.7% | -8.4% |
| 6M | +16.2% | -12.3% | +28.5% | +16.1% |
| YTD | -30.6% | -11.3% | -19.3% | -29.1% |
| 1Y | -37.7% | -10.4% | -27.2% | -35.8% |
| All | -37.7% | -9.1% | -28.6% | -35.8% |
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