-36.6%
INSM vs PL
+12.6%
-49.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.3% | +2.7% |
| 7D | +5.9% | +10.0% | -4.1% | +4.8% |
| 30D | +23.9% | -2.3% | +26.2% | +23.7% |
| 3M | -4.1% | -44.2% | +40.1% | +0.8% |
| 6M | +2.7% | -66.1% | +68.8% | +12.3% |
| YTD | -30.4% | -30.0% | -0.4% | -25.8% |
| 1Y | -36.6% | +21.0% | -57.6% | -35.6% |
| All | -36.6% | +12.6% | -49.1% | -35.6% |
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