+763.1%
PM vs INSM
+1,730.3%
-967.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.9% |
| 7D | -4.9% | +6.5% | -11.4% | -5.1% |
| 30D | -3.4% | +27.5% | -30.9% | -4.3% |
| 3M | +5.2% | +20.4% | -15.2% | +4.3% |
| 6M | +3.7% | -15.7% | +19.5% | +3.8% |
| YTD | +15.8% | -27.4% | +43.2% | +16.4% |
| 1Y | +17.4% | -11.4% | +28.8% | +17.1% |
| 3Y | +116.9% | +457.8% | -340.9% | +100.0% |
| 5Y | +117.3% | +343.0% | -225.6% | +100.2% |
| 10Y | +193.8% | +848.1% | -654.4% | +156.7% |
| All | +763.1% | +1,730.3% | -967.1% | +569.6% |
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