+248.5%
INSM vs PR
+225.0%
+23.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +4.8% |
| 7D | +1.6% | -16.4% | +18.0% | +5.4% |
| 30D | +12.5% | -1.9% | +14.3% | +12.5% |
| 3M | -13.7% | +8.0% | -21.6% | -15.7% |
| 6M | -16.5% | +4.1% | -20.6% | -17.8% |
| YTD | -34.3% | +58.7% | -93.0% | -41.2% |
| 1Y | -38.4% | +75.8% | -114.2% | -46.0% |
| 3Y | +379.9% | +73.2% | +306.8% | +310.7% |
| All | +248.5% | +225.0% | +23.5% | +149.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling