+225.2%
INSM vs PRU
+806.8%
-581.6%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.8% |
| 7D | +6.2% | +3.2% | +3.0% | +5.3% |
| 30D | +15.4% | +7.9% | +7.5% | +13.0% |
| 3M | -11.4% | +1.8% | -13.2% | -12.0% |
| 6M | +14.6% | +24.1% | -9.6% | +7.7% |
| YTD | -33.3% | +12.4% | -45.7% | -35.8% |
| 1Y | -38.8% | +20.9% | -59.7% | -42.3% |
| 3Y | +395.7% | +55.5% | +340.3% | +331.1% |
| 5Y | +258.9% | +42.7% | +216.2% | +217.1% |
| 10Y | +754.3% | +106.1% | +648.2% | +567.2% |
| All | +225.2% | +806.8% | -581.6% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling