+548.8%
PLTR vs INSM
+365.8%
+183.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.9% |
| 7D | 0.0% | +1.7% | -1.7% | -0.2% |
| 30D | -3.3% | -4.4% | +1.2% | -2.7% |
| 3M | +28.4% | +30.0% | -1.7% | +21.5% |
| 6M | +8.4% | -10.0% | +18.4% | +7.9% |
| YTD | -4.6% | -26.0% | +21.4% | -2.0% |
| 1Y | +4.4% | -12.5% | +16.9% | +3.2% |
| 3Y | +1,020.5% | +390.5% | +630.0% | +682.7% |
| 5Y | +548.8% | +357.7% | +191.1% | +317.8% |
| All | +548.8% | +365.8% | +183.0% | +317.8% |
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