+735.6%
INSM vs PR
+72.8%
+662.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.6% |
| 7D | +9.8% | -0.5% | +10.3% | +9.8% |
| 30D | +22.5% | -4.6% | +27.1% | +23.1% |
| 3M | -8.9% | +4.7% | -13.6% | -9.9% |
| 6M | +16.2% | +12.4% | +3.8% | +13.6% |
| YTD | -30.6% | +62.9% | -93.5% | -35.9% |
| 1Y | -37.7% | +70.6% | -108.2% | -42.8% |
| 3Y | +408.4% | +90.0% | +318.4% | +352.5% |
| 5Y | +279.6% | +255.5% | +24.1% | +198.6% |
| 10Y | +735.6% | +78.7% | +656.9% | +677.1% |
| All | +735.6% | +72.8% | +662.9% | +677.1% |
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