+28.0%
PCAR vs INSM
-12.3%
+40.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.6% |
| 7D | -0.2% | +1.7% | -1.9% | -0.3% |
| 30D | -6.9% | -4.4% | -2.5% | -6.8% |
| 3M | +2.1% | +30.0% | -27.9% | +0.8% |
| 6M | +1.6% | -10.0% | +11.6% | +2.2% |
| YTD | +12.2% | -26.0% | +38.2% | +13.2% |
| 1Y | +28.0% | -12.5% | +40.5% | +26.4% |
| All | +28.0% | -12.3% | +40.4% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling