+66.2%
PWR vs INSM
-11.6%
+77.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +3.6% | +6.5% | -2.9% | +2.9% |
| 30D | -8.6% | +27.5% | -36.1% | -11.3% |
| 3M | -13.2% | +20.4% | -33.5% | -15.2% |
| 6M | +9.9% | -15.7% | +25.6% | +12.7% |
| YTD | +48.0% | -27.4% | +75.5% | +53.7% |
| 1Y | +66.2% | -11.4% | +77.6% | +75.1% |
| All | +66.2% | -11.6% | +77.8% | +75.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling