-11.4%
INSM vs PNR
-43.1%
+31.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +6.5% | -2.4% | +8.9% | +6.8% |
| 30D | +27.5% | -12.8% | +40.3% | +29.4% |
| 3M | +20.4% | -17.0% | +37.4% | +22.6% |
| 6M | -15.7% | -37.4% | +21.7% | -13.2% |
| YTD | -27.4% | -41.6% | +14.2% | -25.1% |
| 1Y | -11.4% | -44.6% | +33.2% | -7.6% |
| All | -11.4% | -43.1% | +31.7% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling