+335.5%
INSM vs PCOR
-10.3%
+345.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.3% |
| 7D | +1.6% | +22.7% | -21.1% | -3.4% |
| 30D | +12.5% | +37.5% | -25.0% | +4.0% |
| 3M | -13.7% | +35.2% | -48.9% | -20.5% |
| 6M | -16.5% | +42.2% | -58.8% | -25.0% |
| YTD | -34.3% | +3.6% | -37.8% | -36.5% |
| 1Y | -38.4% | -4.8% | -33.6% | -39.0% |
| 3Y | +379.9% | +48.3% | +331.6% | +283.7% |
| 5Y | +242.2% | -20.1% | +262.3% | +202.6% |
| All | +335.5% | -10.3% | +345.8% | +273.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling