+4,871.9%
PH vs INSM
-24.3%
+4,896.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.2% |
| 7D | +4.3% | +5.9% | -1.6% | +4.0% |
| 30D | +0.1% | +23.9% | -23.8% | -1.2% |
| 3M | -9.4% | -4.1% | -5.3% | -9.3% |
| 6M | +8.8% | +2.7% | +6.1% | +8.1% |
| YTD | +9.6% | -30.4% | +40.0% | +11.0% |
| 1Y | +14.4% | -36.6% | +51.0% | +16.3% |
| 3Y | +134.5% | +406.9% | -272.4% | +104.6% |
| 5Y | +204.4% | +280.3% | -75.9% | +166.8% |
| 10Y | +697.3% | +738.5% | -41.2% | +543.7% |
| All | +4,871.9% | -24.3% | +4,896.2% | +3,313.9% |
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