+379.9%
INSM vs PL
+455.3%
-75.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.4% | -5.2% | +4.4% |
| 7D | +1.6% | -6.8% | +8.5% | +2.0% |
| 30D | +12.5% | -29.3% | +41.7% | +15.1% |
| 3M | -13.7% | -44.8% | +31.1% | -10.3% |
| 6M | -16.5% | -68.4% | +51.8% | -10.3% |
| YTD | -34.3% | -36.4% | +2.1% | -32.2% |
| 1Y | -38.4% | +0.7% | -39.1% | -38.3% |
| 3Y | +379.9% | +455.3% | -75.4% | +303.9% |
| All | +379.9% | +455.3% | -75.4% | +303.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling