-27.6%
INSM vs PLUG
-99.7%
+72.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.0% | +11.9% | +3.9% |
| 7D | +14.4% | -3.2% | +17.6% | +14.7% |
| 30D | +18.8% | -18.7% | +37.5% | +21.3% |
| 3M | -11.3% | -35.3% | +24.0% | -7.4% |
| 6M | +17.9% | -56.2% | +74.1% | +27.6% |
| YTD | -31.3% | -30.7% | -0.6% | -30.3% |
| 1Y | -37.7% | -46.7% | +8.9% | -35.4% |
| 3Y | +403.1% | -61.3% | +464.4% | +374.7% |
| 5Y | +279.3% | -96.6% | +375.9% | +352.2% |
| 10Y | +740.9% | +1.1% | +739.8% | +530.1% |
| All | -27.6% | -99.7% | +72.1% | -48.1% |
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 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