+859.7%
INSM vs PR
+169.5%
+690.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +6.5% | +2.9% | +3.6% | +6.1% |
| 30D | +27.5% | +18.0% | +9.5% | +24.5% |
| 3M | +20.4% | +16.9% | +3.5% | +17.5% |
| 6M | -15.7% | +28.2% | -43.9% | -18.9% |
| YTD | -27.4% | +69.3% | -96.8% | -33.1% |
| 1Y | -11.4% | +69.5% | -80.9% | -18.4% |
| 3Y | +457.8% | +81.7% | +376.1% | +401.1% |
| 5Y | +343.0% | +422.2% | -79.3% | +232.0% |
| 10Y | +848.1% | +110.4% | +737.8% | +738.4% |
| All | +859.7% | +169.5% | +690.2% | +749.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling