+833.7%
INSM vs PSKY
-74.6%
+908.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.2% |
| 7D | +2.5% | -2.4% | +4.9% | +2.9% |
| 30D | -2.2% | +11.6% | -13.7% | -4.6% |
| 3M | +33.8% | +1.5% | +32.3% | +32.8% |
| 6M | -7.2% | +7.7% | -14.9% | -9.5% |
| YTD | -25.6% | -20.1% | -5.5% | -23.4% |
| 1Y | -11.2% | -38.3% | +27.0% | -4.2% |
| 3Y | +388.3% | -17.7% | +406.1% | +352.2% |
| 5Y | +376.6% | -69.9% | +446.5% | +463.5% |
| All | +833.7% | -74.6% | +908.3% | +675.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling