+406.9%
INSM vs PL
+536.4%
-129.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.3% | +2.7% |
| 7D | +5.9% | +10.0% | -4.1% | +5.1% |
| 30D | +23.9% | -2.3% | +26.2% | +23.8% |
| 3M | -4.1% | -44.2% | +40.1% | -0.5% |
| 6M | +2.7% | -66.1% | +68.8% | +9.5% |
| YTD | -30.4% | -30.0% | -0.4% | -28.7% |
| 1Y | -36.6% | +21.0% | -57.6% | -37.2% |
| 3Y | +406.9% | +516.5% | -109.6% | +335.4% |
| All | +406.9% | +536.4% | -129.5% | +335.4% |
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