+403.1%
INSM vs BURL
+94.5%
+308.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.0% |
| 7D | +14.4% | +5.9% | +8.6% | +13.8% |
| 30D | +18.8% | -8.3% | +27.1% | +19.5% |
| 3M | -11.3% | -31.6% | +20.3% | -8.9% |
| 6M | +17.9% | -16.6% | +34.5% | +19.1% |
| YTD | -31.3% | -12.1% | -19.3% | -30.8% |
| 1Y | -37.7% | -10.0% | -27.8% | -37.4% |
| 3Y | +403.1% | +94.3% | +308.8% | +390.2% |
| All | +403.1% | +94.5% | +308.6% | +390.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling