+1,735.1%
PLTR vs INSM
+285.6%
+1,449.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -6.4% | +6.5% | -13.0% | -7.4% |
| 30D | +10.0% | +27.5% | -17.5% | +4.6% |
| 3M | +23.0% | +20.4% | +2.7% | +17.7% |
| 6M | +13.8% | -15.7% | +29.5% | +14.4% |
| YTD | -1.9% | -27.4% | +25.5% | +1.1% |
| 1Y | +11.6% | -11.4% | +23.0% | +10.0% |
| 3Y | +1,048.4% | +457.8% | +590.6% | +635.5% |
| 5Y | +554.4% | +343.0% | +211.4% | +327.3% |
| All | +1,735.1% | +285.6% | +1,449.4% | +1,198.1% |
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