+395.7%
INSM vs PRU
+55.2%
+340.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.0% |
| 7D | +6.2% | +3.2% | +3.0% | +5.5% |
| 30D | +15.4% | +7.9% | +7.5% | +13.6% |
| 3M | -11.4% | +1.8% | -13.2% | -11.9% |
| 6M | +14.6% | +24.1% | -9.6% | +9.5% |
| YTD | -33.3% | +12.4% | -45.7% | -35.3% |
| 1Y | -38.8% | +20.9% | -59.7% | -41.6% |
| 3Y | +395.7% | +55.5% | +340.3% | +308.7% |
| All | +395.7% | +55.2% | +340.6% | +308.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling