-22.9%
INSM vs PNR
+598.2%
-621.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +0.5% | -5.5% | +6.0% | +2.5% |
| 30D | -4.0% | -15.6% | +11.6% | +1.9% |
| 3M | +38.5% | -20.2% | +58.7% | +48.6% |
| 6M | -11.5% | -36.6% | +25.1% | +2.9% |
| YTD | -26.9% | -45.0% | +18.1% | -11.0% |
| 1Y | -12.8% | -47.4% | +34.7% | +7.7% |
| 3Y | +384.7% | -13.7% | +398.4% | +380.6% |
| 5Y | +368.8% | -20.8% | +389.6% | +372.0% |
| 10Y | +865.7% | +65.2% | +800.5% | +625.7% |
| All | -22.9% | +598.2% | -621.1% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling