-40.4%
INSM vs PR
+68.0%
-108.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +4.8% |
| 7D | +1.6% | -16.4% | +18.0% | +5.1% |
| 30D | +12.5% | -1.9% | +14.3% | +12.0% |
| 3M | -13.7% | +8.0% | -21.6% | -17.3% |
| 6M | -16.5% | +4.1% | -20.6% | -18.8% |
| YTD | -34.3% | +58.7% | -93.0% | -42.9% |
| All | -40.4% | +68.0% | -108.3% | -50.1% |
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 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