+378.9%
INSM vs PCOR
-14.4%
+393.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.1% |
| 7D | +6.5% | -9.0% | +15.5% | +7.4% |
| 30D | +27.5% | +4.2% | +23.4% | +26.9% |
| 3M | +20.4% | +14.4% | +5.9% | +18.6% |
| 6M | -15.7% | +0.2% | -15.9% | -15.9% |
| YTD | -27.4% | -20.3% | -7.2% | -25.1% |
| 1Y | -11.4% | -16.1% | +4.7% | -9.8% |
| All | +378.9% | -14.4% | +393.3% | +363.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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