+740.9%
INSM vs PRU
+107.2%
+633.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.4% |
| 7D | +14.4% | +3.8% | +10.6% | +12.3% |
| 30D | +18.8% | +9.0% | +9.7% | +13.9% |
| 3M | -11.3% | +2.1% | -13.5% | -12.5% |
| 6M | +17.9% | +25.4% | -7.5% | +5.2% |
| YTD | -31.3% | +13.5% | -44.9% | -36.2% |
| 1Y | -37.7% | +21.3% | -59.1% | -44.1% |
| 3Y | +403.1% | +55.1% | +348.0% | +285.3% |
| 5Y | +279.3% | +43.6% | +235.8% | +195.6% |
| 10Y | +740.9% | +99.2% | +641.6% | +445.5% |
| All | +740.9% | +107.2% | +633.7% | +445.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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