+740.9%
INSM vs PR
+65.1%
+675.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.8% |
| 7D | +14.4% | -9.5% | +23.9% | +16.0% |
| 30D | +18.8% | -5.7% | +24.5% | +19.6% |
| 3M | -11.3% | +3.0% | -14.3% | -12.1% |
| 6M | +17.9% | +11.8% | +6.1% | +15.3% |
| YTD | -31.3% | +58.5% | -89.8% | -36.3% |
| 1Y | -37.7% | +69.9% | -107.6% | -42.8% |
| 3Y | +403.1% | +84.9% | +318.2% | +349.6% |
| 5Y | +279.3% | +246.4% | +32.9% | +199.5% |
| 10Y | +740.9% | +70.3% | +670.6% | +686.2% |
| All | +740.9% | +65.1% | +675.8% | +686.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling