+406.9%
INSM vs PBF
+80.0%
+326.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.2% | +2.6% |
| 7D | +5.9% | +6.5% | -0.6% | +5.7% |
| 30D | +23.9% | -20.0% | +43.9% | +24.6% |
| 3M | -4.1% | -3.3% | -0.8% | -4.2% |
| 6M | +2.7% | +76.8% | -74.1% | -0.5% |
| YTD | -30.4% | +168.9% | -199.3% | -36.0% |
| 1Y | -36.6% | +96.4% | -132.9% | -39.7% |
| 3Y | +406.9% | +77.2% | +329.7% | +355.4% |
| All | +406.9% | +80.0% | +326.9% | +355.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling