+248.5%
INSM vs PL
+20.8%
+227.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.4% | -5.2% | +4.0% |
| 7D | +1.6% | -6.8% | +8.5% | +2.3% |
| 30D | +12.5% | -29.3% | +41.7% | +16.8% |
| 3M | -13.7% | -44.8% | +31.1% | -7.9% |
| 6M | -16.5% | -68.4% | +51.8% | -5.7% |
| YTD | -34.3% | -36.4% | +2.1% | -32.8% |
| 1Y | -38.4% | +0.7% | -39.1% | -41.1% |
| 3Y | +379.9% | +455.3% | -75.4% | +214.5% |
| All | +248.5% | +20.8% | +227.7% | +183.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling