+375.6%
INSM vs PRU
+46.6%
+329.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.6% |
| 7D | +2.8% | +1.9% | +0.9% | +2.4% |
| 30D | -4.7% | -0.4% | -4.3% | -4.7% |
| 3M | +32.6% | +16.4% | +16.2% | +28.2% |
| 6M | -10.9% | +26.0% | -36.9% | -15.4% |
| YTD | -28.2% | +9.9% | -38.1% | -30.1% |
| 1Y | -14.9% | +18.8% | -33.6% | -18.7% |
| 3Y | +375.6% | +45.3% | +330.2% | +290.4% |
| All | +375.6% | +46.6% | +329.0% | +290.4% |
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