+701.9%
INSM vs PLUG
-25.0%
+726.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -10.5% | +13.1% | +4.1% |
| 7D | +5.9% | -23.4% | +29.3% | +9.6% |
| 30D | +23.9% | -23.4% | +47.3% | +28.1% |
| 3M | -4.1% | -51.7% | +47.6% | +5.4% |
| 6M | +2.7% | -72.0% | +74.7% | +20.7% |
| YTD | -30.4% | -43.7% | +13.3% | -27.2% |
| 1Y | -36.6% | -55.4% | +18.9% | -31.9% |
| 3Y | +406.9% | -68.0% | +475.0% | +375.0% |
| 5Y | +280.3% | -97.4% | +377.7% | +425.4% |
| All | +701.9% | -25.0% | +726.9% | +543.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling