+367.9%
INSM vs PBR
+552.2%
-184.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +2.5% | +5.4% | -2.9% | +1.3% |
| 30D | -2.2% | +22.9% | -25.0% | -6.4% |
| 3M | +33.8% | +19.6% | +14.2% | +28.5% |
| 6M | -7.2% | +16.5% | -23.6% | -10.6% |
| YTD | -25.6% | +86.7% | -112.3% | -35.7% |
| 1Y | -11.2% | +74.7% | -85.9% | -22.3% |
| 3Y | +388.3% | +102.6% | +285.8% | +310.9% |
| All | +367.9% | +552.2% | -184.3% | +259.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling