+248.5%
INSM vs BURL
-17.2%
+265.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +5.5% |
| 7D | +1.6% | +4.1% | -2.5% | +0.9% |
| 30D | +12.5% | -9.5% | +21.9% | +14.4% |
| 3M | -13.7% | -33.5% | +19.8% | -7.7% |
| 6M | -16.5% | -22.1% | +5.5% | -13.4% |
| YTD | -34.3% | -14.6% | -19.7% | -33.1% |
| 1Y | -38.4% | -8.4% | -30.0% | -38.4% |
| 3Y | +379.9% | +86.6% | +293.3% | +294.6% |
| All | +248.5% | -17.2% | +265.7% | +243.8% |
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 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