+251.1%
PH vs INSM
+365.8%
-114.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.9% |
| 7D | 0.0% | +1.7% | -1.7% | -0.1% |
| 30D | -10.3% | -4.4% | -5.9% | -10.1% |
| 3M | +5.1% | +30.0% | -25.0% | +3.1% |
| 6M | +2.3% | -10.0% | +12.3% | +2.1% |
| YTD | +8.7% | -26.0% | +34.7% | +9.5% |
| 1Y | +26.8% | -12.5% | +39.3% | +26.2% |
| 3Y | +139.2% | +390.5% | -251.3% | +115.5% |
| 5Y | +251.1% | +357.7% | -106.6% | +209.5% |
| All | +251.1% | +365.8% | -114.7% | +209.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling