+253.8%
INSM vs PRU
+806.6%
-552.8%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | 0.0% |
| 7D | +6.5% | +1.9% | +4.7% | +6.0% |
| 30D | +27.5% | +2.7% | +24.8% | +26.6% |
| 3M | +20.4% | +19.5% | +0.9% | +14.4% |
| 6M | -15.7% | +26.6% | -42.4% | -21.2% |
| YTD | -27.4% | +12.3% | -39.8% | -30.1% |
| 1Y | -11.4% | +18.0% | -29.4% | -15.9% |
| 3Y | +457.8% | +47.0% | +410.8% | +392.6% |
| 5Y | +343.0% | +48.4% | +294.5% | +287.5% |
| 10Y | +848.1% | +142.4% | +705.7% | +615.9% |
| All | +253.8% | +806.6% | -552.8% | +58.7% |
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 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