+833.7%
INSM vs BWA
+156.8%
+676.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.1% |
| 7D | +2.5% | -1.3% | +3.8% | +3.0% |
| 30D | -2.2% | -2.9% | +0.8% | -1.1% |
| 3M | +33.8% | -10.7% | +44.5% | +38.9% |
| 6M | -7.2% | +26.5% | -33.6% | -16.5% |
| YTD | -25.6% | +49.1% | -74.7% | -39.1% |
| 1Y | -11.2% | +52.1% | -63.3% | -28.3% |
| 3Y | +388.3% | +72.6% | +315.8% | +259.1% |
| 5Y | +376.6% | +89.4% | +287.2% | +219.8% |
| All | +833.7% | +156.8% | +676.9% | +425.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling