+67.1%
PWR vs INSM
-11.6%
+78.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.5% | +5.0% |
| 7D | +4.2% | +2.5% | +1.7% | +3.9% |
| 30D | -4.0% | -2.2% | -1.9% | -3.9% |
| 3M | -4.8% | +33.8% | -38.6% | -8.5% |
| 6M | +14.6% | -7.2% | +21.8% | +16.1% |
| YTD | +54.2% | -25.6% | +79.9% | +60.0% |
| 1Y | +67.1% | -11.2% | +78.3% | +75.8% |
| All | +67.1% | -11.6% | +78.7% | +75.8% |
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