+258.9%
INSM vs PLUG
-96.4%
+355.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -2.0% | +1.1% |
| 7D | +6.2% | +14.5% | -8.3% | +4.5% |
| 30D | +15.4% | -10.7% | +26.1% | +16.7% |
| 3M | -11.4% | -31.2% | +19.8% | -8.0% |
| 6M | +14.6% | -51.9% | +66.5% | +23.0% |
| YTD | -33.3% | -23.9% | -9.4% | -32.9% |
| 1Y | -38.8% | -43.4% | +4.6% | -36.7% |
| 3Y | +395.7% | -74.7% | +470.4% | +401.0% |
| 5Y | +258.9% | -96.3% | +355.2% | +473.3% |
| All | +258.9% | -96.4% | +355.2% | +473.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling