+367.9%
INSM vs BWA
+87.2%
+280.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.3% |
| 7D | +2.5% | -1.3% | +3.8% | +2.8% |
| 30D | -2.2% | -2.9% | +0.8% | -1.5% |
| 3M | +33.8% | -10.7% | +44.5% | +37.4% |
| 6M | -7.2% | +26.5% | -33.6% | -13.3% |
| YTD | -25.6% | +49.1% | -74.7% | -35.1% |
| 1Y | -11.2% | +52.1% | -63.3% | -23.3% |
| 3Y | +388.3% | +72.6% | +315.8% | +295.4% |
| All | +367.9% | +87.2% | +280.7% | +249.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling