+160.1%
PM vs INSM
+282.8%
-122.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.1% |
| 7D | -7.1% | +9.8% | -16.8% | -7.2% |
| 30D | -2.8% | +22.5% | -25.3% | -3.1% |
| 3M | +6.3% | -8.9% | +15.3% | +6.4% |
| 6M | +9.6% | +16.2% | -6.6% | +9.2% |
| YTD | +25.6% | -30.6% | +56.2% | +26.0% |
| 1Y | +29.7% | -37.7% | +67.3% | +30.3% |
| 3Y | +147.6% | +408.4% | -260.9% | +138.9% |
| 5Y | +160.1% | +279.6% | -119.5% | +149.3% |
| All | +160.1% | +282.8% | -122.7% | +149.3% |
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