+386.0%
INSM vs PBF
+55.5%
+330.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.5% | +3.1% |
| 7D | +1.7% | +1.4% | +0.3% | +1.6% |
| 30D | -4.4% | +15.8% | -20.3% | -5.2% |
| 3M | +30.0% | +90.3% | -60.2% | +25.1% |
| 6M | -10.0% | +102.8% | -112.8% | -14.7% |
| YTD | -26.0% | +187.3% | -213.3% | -32.9% |
| 1Y | -12.5% | +161.8% | -174.3% | -20.3% |
| All | +386.0% | +55.5% | +330.6% | +362.8% |
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