-12.8%
INSM vs PEGA
-37.1%
+24.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.1% | -1.1% |
| 7D | +0.5% | -5.3% | +5.8% | +0.3% |
| 30D | -4.0% | +8.3% | -12.3% | -3.5% |
| 3M | +38.5% | +8.9% | +29.6% | +39.6% |
| 6M | -11.5% | -19.7% | +8.2% | -10.6% |
| YTD | -26.9% | -39.9% | +13.0% | -28.1% |
| 1Y | -12.8% | -36.4% | +23.6% | -12.4% |
| All | -12.8% | -37.1% | +24.4% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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