+367.9%
INSM vs PEG
+36.3%
+331.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +2.5% | -0.9% | +3.4% | +2.7% |
| 30D | -2.2% | -3.7% | +1.5% | -1.2% |
| 3M | +33.8% | -7.3% | +41.1% | +36.4% |
| 6M | -7.2% | -10.5% | +3.3% | -4.3% |
| YTD | -25.6% | -7.5% | -18.1% | -24.0% |
| 1Y | -11.2% | -8.7% | -2.5% | -9.1% |
| 3Y | +388.3% | +31.4% | +357.0% | +347.8% |
| All | +367.9% | +36.3% | +331.5% | +358.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling