+234.7%
INSM vs PRU
+816.1%
-581.4%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.6% |
| 7D | +14.4% | +3.8% | +10.6% | +13.2% |
| 30D | +18.8% | +9.0% | +9.7% | +16.0% |
| 3M | -11.3% | +2.1% | -13.5% | -12.0% |
| 6M | +17.9% | +25.4% | -7.5% | +10.5% |
| YTD | -31.3% | +13.5% | -44.9% | -34.1% |
| 1Y | -37.7% | +21.3% | -59.1% | -41.3% |
| 3Y | +403.1% | +55.1% | +348.0% | +337.8% |
| 5Y | +279.3% | +43.6% | +235.8% | +234.7% |
| 10Y | +740.9% | +99.2% | +641.6% | +561.0% |
| All | +234.7% | +816.1% | -581.4% | +49.6% |
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