+86.2%
PFE vs INSM
-26.2%
+112.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.0% |
| 7D | -2.1% | +8.6% | -10.7% | -2.3% |
| 30D | +3.1% | +22.0% | -18.9% | +2.5% |
| 3M | +11.2% | -10.7% | +21.9% | +11.5% |
| 6M | +15.0% | +1.8% | +13.3% | +14.7% |
| YTD | +23.5% | -32.2% | +55.7% | +24.3% |
| 1Y | +18.9% | -39.3% | +58.2% | +20.0% |
| 3Y | +18.7% | +397.1% | -378.4% | +10.9% |
| 5Y | -24.0% | +270.6% | -294.6% | -28.9% |
| 10Y | +47.5% | +717.1% | -669.6% | +30.7% |
| All | +86.2% | -26.2% | +112.4% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling