-23.5%
INSM vs PLUG
-99.5%
+76.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -0.6% |
| 7D | +6.5% | -0.9% | +7.5% | +6.6% |
| 30D | +27.5% | +3.3% | +24.2% | +26.8% |
| 3M | +20.4% | -39.7% | +60.1% | +26.7% |
| 6M | -15.7% | -12.5% | -3.2% | -15.6% |
| YTD | -27.4% | +10.2% | -37.6% | -29.8% |
| 1Y | -11.4% | +50.7% | -62.1% | -19.5% |
| 3Y | +457.8% | -74.5% | +532.3% | +447.1% |
| 5Y | +343.0% | -91.8% | +434.7% | +379.4% |
| 10Y | +848.1% | +43.7% | +804.4% | +582.6% |
| All | -23.5% | -99.5% | +76.1% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling