+877.2%
INSM vs PLUG
+48.6%
+828.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.1% | +3.7% |
| 7D | +1.7% | +3.8% | -2.1% | +1.1% |
| 30D | -4.4% | +2.8% | -7.3% | -5.0% |
| 3M | +30.0% | -25.4% | +55.5% | +34.6% |
| 6M | -10.0% | -0.5% | -9.6% | -11.5% |
| YTD | -26.0% | +10.2% | -36.1% | -29.2% |
| 1Y | -12.5% | +53.9% | -66.4% | -23.2% |
| 3Y | +390.5% | -72.7% | +463.2% | +379.2% |
| 5Y | +357.7% | -91.4% | +449.1% | +425.7% |
| 10Y | +877.2% | +58.4% | +818.8% | +619.2% |
| All | +877.2% | +48.6% | +828.6% | +619.2% |
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