+833.7%
INSM vs PBF
+374.8%
+458.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | +2.5% | +5.3% | -2.9% | +1.6% |
| 30D | -2.2% | +11.7% | -13.9% | -4.1% |
| 3M | +33.8% | +91.1% | -57.3% | +19.1% |
| 6M | -7.2% | +88.4% | -95.6% | -18.3% |
| YTD | -25.6% | +194.1% | -219.7% | -40.3% |
| 1Y | -11.2% | +180.4% | -191.6% | -28.8% |
| 3Y | +388.3% | +59.3% | +329.0% | +315.9% |
| 5Y | +376.6% | +816.3% | -439.6% | +161.3% |
| All | +833.7% | +374.8% | +458.9% | +405.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling