+796.6%
INSM vs PR
+101.2%
+695.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.3% |
| 7D | +2.8% | -0.6% | +3.4% | +2.9% |
| 30D | -4.7% | +17.4% | -22.1% | -7.0% |
| 3M | +32.6% | +21.8% | +10.9% | +28.6% |
| 6M | -10.9% | +27.6% | -38.5% | -14.2% |
| YTD | -28.2% | +71.4% | -99.7% | -34.0% |
| 1Y | -14.9% | +78.3% | -93.2% | -22.2% |
| 3Y | +375.6% | +85.5% | +290.1% | +325.6% |
| 5Y | +349.1% | +422.7% | -73.6% | +235.7% |
| 10Y | +796.6% | +87.1% | +709.4% | +706.5% |
| All | +796.6% | +101.2% | +695.4% | +706.5% |
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 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