-39.8%
INSM vs PEG
-6.2%
-33.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.8% | +5.1% |
| 7D | +13.4% | +1.0% | +12.4% | +13.1% |
| 30D | +5.9% | +6.6% | -0.7% | +3.9% |
| 3M | +11.4% | -3.1% | +14.5% | +13.1% |
| 6M | -21.4% | -7.4% | -14.1% | -18.8% |
| YTD | -36.8% | -6.4% | -30.4% | -34.0% |
| 1Y | -39.8% | -7.4% | -32.4% | -37.1% |
| All | -39.8% | -6.2% | -33.6% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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