-11.2%
INSM vs PSA
+6.8%
-18.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.0% | +1.6% |
| 7D | +2.5% | -1.8% | +4.3% | +2.6% |
| 30D | -2.2% | -8.4% | +6.2% | -1.5% |
| 3M | +33.8% | -7.8% | +41.6% | +34.6% |
| 6M | -7.2% | +0.8% | -8.0% | -9.6% |
| YTD | -25.6% | +16.5% | -42.1% | -27.7% |
| 1Y | -11.2% | +4.7% | -15.9% | -17.4% |
| All | -11.2% | +6.8% | -18.0% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling