+17.0%
PG vs INSM
-40.6%
+57.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.3% | -2.1% | +3.1% |
| 7D | +5.7% | +13.4% | -7.7% | +5.5% |
| 30D | +15.4% | +5.9% | +9.5% | +15.2% |
| 3M | +13.8% | +11.4% | +2.4% | +13.6% |
| 6M | +18.3% | -21.4% | +39.7% | +19.3% |
| YTD | +20.1% | -36.8% | +56.9% | +22.0% |
| 1Y | +17.0% | -39.8% | +56.8% | +23.0% |
| All | +17.0% | -40.6% | +57.6% | +23.0% |
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