-39.8%
INSM vs PBR
+74.7%
-114.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -7.0% | +12.3% | +5.1% |
| 7D | +13.4% | -11.0% | +24.4% | +13.1% |
| 30D | +5.9% | -18.8% | +24.7% | +5.5% |
| 3M | +11.4% | +7.8% | +3.6% | +9.0% |
| 6M | -21.4% | -7.6% | -13.8% | -22.6% |
| YTD | -36.8% | +72.7% | -109.5% | -37.6% |
| 1Y | -39.8% | +72.9% | -112.8% | -40.9% |
| All | -39.8% | +74.7% | -114.5% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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