-38.3%
INSM vs BURL
-9.9%
-28.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.0% |
| 7D | +14.4% | +5.9% | +8.6% | +13.7% |
| 30D | +18.8% | -8.3% | +27.1% | +18.8% |
| 3M | -11.3% | -31.6% | +20.3% | -10.6% |
| 6M | +17.9% | -16.6% | +34.5% | +18.1% |
| YTD | -31.3% | -12.1% | -19.3% | -29.8% |
| All | -38.3% | -9.9% | -28.4% | -36.4% |
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