+367.9%
INSM vs PNR
-21.7%
+389.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.7% |
| 7D | +2.5% | -6.0% | +8.5% | +3.9% |
| 30D | -2.2% | -14.0% | +11.8% | +1.1% |
| 3M | +33.8% | -21.7% | +55.5% | +40.5% |
| 6M | -7.2% | -37.3% | +30.1% | +2.7% |
| YTD | -25.6% | -45.1% | +19.5% | -15.5% |
| 1Y | -11.2% | -49.1% | +37.9% | +2.8% |
| 3Y | +388.3% | -14.8% | +403.2% | +363.9% |
| All | +367.9% | -21.7% | +389.6% | +320.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling