+32.5%
PFE vs INSM
+868.6%
-836.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -4.0% | +0.5% | -4.5% | -4.0% |
| 30D | +3.9% | -4.0% | +7.9% | +4.0% |
| 3M | +9.9% | +38.5% | -28.6% | +8.3% |
| 6M | +5.3% | -11.5% | +16.8% | +5.3% |
| YTD | +16.8% | -26.9% | +43.6% | +17.5% |
| 1Y | +20.4% | -12.8% | +33.2% | +20.2% |
| 3Y | -2.1% | +384.7% | -386.8% | -9.9% |
| 5Y | -21.0% | +368.8% | -389.8% | -28.2% |
| All | +32.5% | +868.6% | -836.2% | +11.1% |
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