+686.4%
INSM vs BURL
+1,051.1%
-364.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.1% |
| 7D | +6.5% | -2.8% | +9.3% | +7.3% |
| 30D | +27.5% | -28.2% | +55.7% | +39.9% |
| 3M | +20.4% | -17.6% | +38.0% | +26.6% |
| 6M | -15.7% | -11.8% | -4.0% | -13.7% |
| YTD | -27.4% | -8.1% | -19.3% | -26.8% |
| 1Y | -11.4% | -12.0% | +0.6% | -10.7% |
| 3Y | +457.8% | +63.3% | +394.5% | +336.1% |
| 5Y | +343.0% | -10.8% | +353.8% | +305.0% |
| 10Y | +848.1% | +215.9% | +632.2% | +435.5% |
| All | +686.4% | +1,051.1% | -364.7% | +244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling