+701.9%
INSM vs PR
+86.0%
+615.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.4% |
| 7D | +5.9% | +6.0% | -0.1% | +5.0% |
| 30D | +23.9% | -4.2% | +28.1% | +24.5% |
| 3M | -4.1% | +10.0% | -14.1% | -5.8% |
| 6M | +2.7% | +15.6% | -12.9% | -0.1% |
| YTD | -30.4% | +68.2% | -98.6% | -36.0% |
| 1Y | -36.6% | +79.2% | -115.8% | -42.2% |
| 3Y | +406.9% | +94.9% | +312.0% | +349.5% |
| 5Y | +280.3% | +272.8% | +7.5% | +197.1% |
| All | +701.9% | +86.0% | +615.9% | +634.7% |
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