+348.8%
INSM vs BURL
-11.0%
+359.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.8% |
| 7D | +6.5% | -2.8% | +9.3% | +7.0% |
| 30D | +27.5% | -28.2% | +55.7% | +34.8% |
| 3M | +20.4% | -17.6% | +38.0% | +24.1% |
| 6M | -15.7% | -11.8% | -4.0% | -14.4% |
| YTD | -27.4% | -8.1% | -19.3% | -26.9% |
| 1Y | -11.4% | -12.0% | +0.6% | -10.7% |
| 3Y | +457.8% | +63.3% | +394.5% | +377.3% |
| All | +348.8% | -11.0% | +359.8% | +334.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling