+362.4%
PCAR vs INSM
+884.9%
-522.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | 0.0% |
| 7D | -1.6% | +2.5% | -4.1% | -1.7% |
| 30D | -6.4% | -2.2% | -4.2% | -6.3% |
| 3M | +4.7% | +33.8% | -29.1% | +2.6% |
| 6M | +4.5% | -7.2% | +11.7% | +4.2% |
| YTD | +13.0% | -25.6% | +38.7% | +14.0% |
| 1Y | +23.6% | -11.2% | +34.8% | +23.2% |
| 3Y | +60.7% | +388.3% | -327.6% | +40.9% |
| 5Y | +164.5% | +376.6% | -212.2% | +127.7% |
| All | +362.4% | +884.9% | -522.4% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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