+388.3%
INSM vs PSLV
+165.9%
+222.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +2.5% | -3.5% | +5.9% | +3.4% |
| 30D | -2.2% | -2.1% | 0.0% | -1.8% |
| 3M | +33.8% | -1.6% | +35.4% | +33.6% |
| 6M | -7.2% | -25.5% | +18.3% | -1.0% |
| YTD | -25.6% | -11.4% | -14.2% | -31.6% |
| 1Y | -11.2% | +48.6% | -59.8% | -39.8% |
| 3Y | +388.3% | +166.9% | +221.5% | +138.5% |
| All | +388.3% | +165.9% | +222.5% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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