-11.4%
INSM vs PL
+176.6%
-188.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.2% |
| 7D | +6.5% | -9.3% | +15.8% | +7.3% |
| 30D | +27.5% | -18.9% | +46.5% | +29.6% |
| 3M | +20.4% | -58.4% | +78.7% | +28.3% |
| 6M | -15.7% | -30.3% | +14.6% | -12.0% |
| YTD | -27.4% | -8.1% | -19.3% | -25.4% |
| 1Y | -11.4% | +180.5% | -191.9% | -13.8% |
| All | -11.4% | +176.6% | -188.0% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling