+797.8%
PH vs INSM
+884.9%
-87.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.5% |
| 7D | -1.3% | +2.5% | -3.8% | -1.5% |
| 30D | -11.0% | -2.2% | -8.8% | -10.8% |
| 3M | +5.5% | +33.8% | -28.3% | +2.3% |
| 6M | +1.5% | -7.2% | +8.6% | +1.1% |
| YTD | +8.8% | -25.6% | +34.4% | +10.5% |
| 1Y | +24.5% | -11.2% | +35.7% | +23.9% |
| 3Y | +141.2% | +388.3% | -247.2% | +94.3% |
| 5Y | +256.3% | +376.6% | -120.4% | +179.9% |
| All | +797.8% | +884.9% | -87.0% | +550.7% |
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