-1.6%
PFE vs INSM
+367.2%
-368.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.3% |
| 7D | -2.7% | +2.8% | -5.4% | -2.7% |
| 30D | +3.8% | -4.7% | +8.6% | +3.9% |
| 3M | +10.4% | +32.6% | -22.3% | +10.0% |
| 6M | +6.3% | -10.9% | +17.1% | +6.2% |
| YTD | +17.4% | -28.2% | +45.6% | +17.5% |
| 1Y | +21.1% | -14.9% | +36.0% | +21.0% |
| 3Y | -1.6% | +375.6% | -377.2% | -0.1% |
| All | -1.6% | +367.2% | -368.8% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling