+375.6%
INSM vs PLUG
-72.4%
+448.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.3% | -1.3% |
| 7D | +2.8% | +8.1% | -5.4% | +2.4% |
| 30D | -4.7% | +3.7% | -8.4% | -4.9% |
| 3M | +32.6% | -29.2% | +61.8% | +34.4% |
| 6M | -10.9% | +6.1% | -17.0% | -11.2% |
| YTD | -28.2% | +14.7% | -43.0% | -28.8% |
| 1Y | -14.9% | +56.9% | -71.8% | -17.2% |
| 3Y | +375.6% | -71.6% | +447.2% | +381.1% |
| All | +375.6% | -72.4% | +448.0% | +381.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling