+1,668.3%
PLTR vs INSM
+270.0%
+1,398.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.5% |
| 7D | +4.7% | +5.9% | -1.2% | +3.8% |
| 30D | -16.4% | +23.9% | -40.3% | -19.3% |
| 3M | -6.2% | -4.1% | -2.1% | -6.0% |
| 6M | +29.2% | +2.7% | +26.5% | +26.3% |
| YTD | -5.5% | -30.4% | +24.9% | -2.4% |
| 1Y | -2.4% | -36.6% | +34.1% | +1.9% |
| 3Y | +752.3% | +406.9% | +345.4% | +466.2% |
| 5Y | +635.8% | +280.3% | +355.5% | +393.9% |
| All | +1,668.3% | +270.0% | +1,398.4% | +1,153.9% |
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 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