-24.3%
INSM vs BWA
+1,917.3%
-1,941.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.4% |
| 7D | +2.8% | +4.3% | -1.5% | +1.2% |
| 30D | -4.7% | -2.9% | -1.8% | -3.8% |
| 3M | +32.6% | -12.4% | +45.0% | +38.3% |
| 6M | -10.9% | +28.6% | -39.4% | -19.6% |
| YTD | -28.2% | +48.2% | -76.5% | -39.9% |
| 1Y | -14.9% | +50.9% | -65.8% | -29.4% |
| 3Y | +375.6% | +72.2% | +303.4% | +262.7% |
| 5Y | +349.1% | +91.1% | +258.0% | +219.4% |
| 10Y | +796.6% | +144.0% | +652.5% | +455.3% |
| All | -24.3% | +1,917.3% | -1,941.6% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling