+380.3%
INSM vs PSKY
-20.6%
+400.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.7% | -1.3% |
| 7D | +0.5% | -6.0% | +6.5% | +0.9% |
| 30D | -4.0% | +10.7% | -14.7% | -4.7% |
| 3M | +38.5% | +1.2% | +37.4% | +38.1% |
| 6M | -11.5% | +1.5% | -13.0% | -11.9% |
| YTD | -26.9% | -21.8% | -5.1% | -26.2% |
| 1Y | -12.8% | -30.2% | +17.4% | -11.8% |
| All | +380.3% | -20.6% | +400.9% | +384.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling