+388.3%
INSM vs PNR
-14.5%
+402.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.7% |
| 7D | +2.5% | -6.0% | +8.5% | +2.6% |
| 30D | -2.2% | -14.0% | +11.8% | -2.0% |
| 3M | +33.8% | -21.7% | +55.5% | +34.3% |
| 6M | -7.2% | -37.3% | +30.1% | -7.2% |
| YTD | -25.6% | -45.1% | +19.5% | -26.1% |
| 1Y | -11.2% | -49.1% | +37.9% | -12.2% |
| 3Y | +388.3% | -14.8% | +403.2% | +366.0% |
| All | +388.3% | -14.5% | +402.8% | +366.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling