+272.5%
PM vs INSM
+729.9%
-457.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +1.1% |
| 7D | +0.5% | +5.9% | -5.4% | +0.3% |
| 30D | -3.2% | +23.9% | -27.1% | -4.0% |
| 3M | +6.2% | -4.1% | +10.3% | +6.3% |
| 6M | +7.7% | +2.7% | +5.0% | +7.2% |
| YTD | +27.3% | -30.4% | +57.7% | +28.1% |
| 1Y | +32.8% | -36.6% | +69.3% | +34.0% |
| 3Y | +150.0% | +406.9% | -256.9% | +129.0% |
| 5Y | +164.2% | +280.3% | -116.0% | +142.5% |
| All | +272.5% | +729.9% | -457.4% | +231.2% |
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