+222.4%
INSM vs PL
+46.6%
+175.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +14.5% | -13.0% | -0.3% |
| 7D | +6.2% | +10.9% | -4.7% | +4.6% |
| 30D | +15.4% | -16.4% | +31.8% | +17.4% |
| 3M | -11.4% | -39.9% | +28.5% | -6.5% |
| 6M | +14.6% | -63.2% | +77.7% | +26.8% |
| YTD | -33.3% | -27.1% | -6.2% | -32.9% |
| 1Y | -38.8% | +12.2% | -51.0% | -42.3% |
| 3Y | +395.7% | +584.3% | -188.6% | +214.5% |
| 5Y | +258.9% | +37.0% | +221.9% | +185.2% |
| All | +222.4% | +46.6% | +175.8% | +155.3% |
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