-9.1%
INSM vs PBR
+1,916.3%
-1,925.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -1.6% |
| 7D | +0.5% | +4.2% | -3.8% | -0.4% |
| 30D | -4.0% | +22.7% | -26.7% | -8.0% |
| 3M | +38.5% | +21.5% | +17.0% | +32.8% |
| 6M | -11.5% | +24.0% | -35.5% | -15.8% |
| YTD | -26.9% | +88.2% | -115.1% | -36.3% |
| 1Y | -12.8% | +74.8% | -87.6% | -23.1% |
| 3Y | +384.7% | +105.1% | +279.6% | +309.6% |
| 5Y | +368.8% | +572.2% | -203.4% | +202.1% |
| 10Y | +865.7% | +692.7% | +173.0% | +451.0% |
| All | -9.1% | +1,916.3% | -1,925.4% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling