+246.8%
INSM vs PL
+81.7%
+165.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.9% |
| 7D | +2.8% | -7.5% | +10.3% | +3.7% |
| 30D | -4.7% | -25.6% | +20.8% | -1.5% |
| 3M | +32.6% | -45.6% | +78.2% | +41.4% |
| 6M | -10.9% | -29.5% | +18.7% | -8.9% |
| YTD | -28.2% | -9.7% | -18.6% | -29.3% |
| 1Y | -14.9% | +84.4% | -99.2% | -24.3% |
| 3Y | +375.6% | +550.0% | -174.4% | +212.0% |
| 5Y | +349.1% | +79.0% | +270.1% | +254.8% |
| All | +246.8% | +81.7% | +165.1% | +169.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling