+349.1%
INSM vs PCOR
-43.2%
+392.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.0% | -0.3% |
| 7D | +2.8% | -6.9% | +9.7% | +4.6% |
| 30D | -4.7% | -1.5% | -3.2% | -4.8% |
| 3M | +32.6% | +18.5% | +14.1% | +25.3% |
| 6M | -10.9% | -4.7% | -6.2% | -11.8% |
| YTD | -28.2% | -22.8% | -5.5% | -25.0% |
| 1Y | -14.9% | -20.7% | +5.9% | -12.6% |
| 3Y | +375.6% | -14.6% | +390.1% | +343.5% |
| 5Y | +349.1% | -40.7% | +389.8% | +347.5% |
| All | +349.1% | -43.2% | +392.3% | +347.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling