+800.7%
INSM vs PSKY
-45.6%
+846.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.4% | +8.5% | +4.4% |
| 7D | +1.7% | -6.8% | +8.6% | +3.4% |
| 30D | -4.4% | +10.2% | -14.7% | -6.8% |
| 3M | +30.0% | +0.3% | +29.8% | +29.4% |
| 6M | -10.0% | -7.8% | -2.3% | -9.2% |
| YTD | -26.0% | -23.0% | -3.0% | -22.9% |
| 1Y | -12.5% | -31.6% | +19.1% | -7.8% |
| 3Y | +390.5% | -21.3% | +411.8% | +357.9% |
| 5Y | +357.7% | -71.5% | +429.2% | +437.7% |
| 10Y | +877.2% | -75.6% | +952.9% | +924.1% |
| All | +800.7% | -45.6% | +846.3% | +581.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling