+1,461.8%
PLD vs INSM
-27.4%
+1,489.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.4% | +2.8% |
| 7D | +0.7% | +6.2% | -5.5% | +0.4% |
| 30D | +0.8% | +15.4% | -14.6% | 0.0% |
| 3M | -6.1% | -11.4% | +5.3% | -5.7% |
| 6M | -8.0% | +14.6% | -22.6% | -9.1% |
| YTD | +4.7% | -33.3% | +38.0% | +5.9% |
| 1Y | +7.2% | -38.8% | +46.0% | +8.8% |
| 3Y | +39.2% | +395.7% | -356.5% | +24.2% |
| 5Y | +1.9% | +258.9% | -257.0% | -8.6% |
| 10Y | +256.8% | +754.3% | -497.5% | +193.6% |
| All | +1,461.8% | -27.4% | +1,489.3% | +1,067.5% |
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 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