-11.4%
INSM vs PBF
+176.4%
-187.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.4% |
| 7D | +6.5% | +4.3% | +2.2% | +6.7% |
| 30D | +27.5% | +22.0% | +5.6% | +29.0% |
| 3M | +20.4% | +74.5% | -54.1% | +24.4% |
| 6M | -15.7% | +67.7% | -83.4% | -13.0% |
| YTD | -27.4% | +179.2% | -206.6% | -25.7% |
| 1Y | -11.4% | +170.0% | -181.4% | -6.9% |
| All | -11.4% | +176.4% | -187.8% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling