+388.3%
INSM vs PBR
+99.7%
+288.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +2.5% | +5.4% | -2.9% | +0.9% |
| 30D | -2.2% | +22.9% | -25.0% | -8.0% |
| 3M | +33.8% | +19.6% | +14.2% | +26.5% |
| 6M | -7.2% | +16.5% | -23.6% | -12.0% |
| YTD | -25.6% | +86.7% | -112.3% | -40.5% |
| 1Y | -11.2% | +74.7% | -85.9% | -27.6% |
| 3Y | +388.3% | +102.6% | +285.8% | +274.7% |
| All | +388.3% | +99.7% | +288.6% | +274.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling