-11.4%
INSM vs PR
+76.5%
-87.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | +6.5% | +2.9% | +3.6% | +5.9% |
| 30D | +27.5% | +18.0% | +9.5% | +23.1% |
| 3M | +20.4% | +16.9% | +3.5% | +16.4% |
| 6M | -15.7% | +28.2% | -43.9% | -17.9% |
| YTD | -27.4% | +69.3% | -96.8% | -29.9% |
| 1Y | -11.4% | +69.5% | -80.9% | -15.5% |
| All | -11.4% | +76.5% | -87.9% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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