+117.3%
PCAR vs INSM
+282.8%
-165.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.4% | +2.4% |
| 7D | +2.2% | +9.8% | -7.6% | +1.9% |
| 30D | +0.3% | +22.5% | -22.2% | -0.3% |
| 3M | -17.9% | -8.9% | -9.0% | -17.8% |
| 6M | -3.4% | +16.2% | -19.6% | -4.1% |
| YTD | -0.1% | -30.6% | +30.5% | +0.4% |
| 1Y | +13.4% | -37.7% | +51.1% | +14.3% |
| 3Y | +37.2% | +408.4% | -371.2% | +30.0% |
| 5Y | +117.3% | +279.6% | -162.2% | +102.8% |
| All | +117.3% | +282.8% | -165.5% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling