-37.7%
INSM vs PL
+7.9%
-45.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | +14.4% | +5.6% | +8.8% | +13.5% |
| 30D | +18.8% | -16.9% | +35.7% | +20.5% |
| 3M | -11.3% | -38.2% | +26.9% | -7.8% |
| 6M | +17.9% | -63.4% | +81.3% | +27.9% |
| YTD | -31.3% | -27.6% | -3.7% | -27.1% |
| 1Y | -37.7% | +6.6% | -44.3% | -35.9% |
| All | -37.7% | +7.9% | -45.6% | -35.9% |
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