+1,455.6%
PLD vs INSM
-24.5%
+1,480.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.1% |
| 7D | -1.0% | +9.8% | -10.8% | -1.5% |
| 30D | -1.8% | +22.5% | -24.4% | -2.9% |
| 3M | -6.0% | -8.9% | +2.9% | -5.8% |
| 6M | -8.4% | +16.2% | -24.6% | -9.5% |
| YTD | +4.2% | -30.6% | +34.9% | +5.2% |
| 1Y | +6.2% | -37.7% | +43.9% | +7.7% |
| 3Y | +37.0% | +408.4% | -371.4% | +22.0% |
| 5Y | +1.2% | +279.6% | -278.4% | -9.5% |
| 10Y | +272.2% | +735.6% | -463.4% | +206.6% |
| All | +1,455.6% | -24.5% | +1,480.1% | +1,060.6% |
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