+367.9%
INSM vs PSKY
-70.1%
+438.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.4% |
| 7D | +2.5% | -2.4% | +4.9% | +2.8% |
| 30D | -2.2% | +11.6% | -13.7% | -3.9% |
| 3M | +33.8% | +1.5% | +32.3% | +33.1% |
| 6M | -7.2% | +7.7% | -14.9% | -8.8% |
| YTD | -25.6% | -20.1% | -5.5% | -24.0% |
| 1Y | -11.2% | -38.3% | +27.0% | -6.2% |
| 3Y | +388.3% | -17.7% | +406.1% | +362.3% |
| All | +367.9% | -70.1% | +438.0% | +482.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling