+406.9%
INSM vs PEGA
+46.3%
+360.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.6% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +23.9% | -4.1% | +28.0% | +24.0% |
| 3M | -4.1% | -2.8% | -1.3% | -4.1% |
| 6M | +2.7% | -0.4% | +3.1% | +2.3% |
| YTD | -30.4% | -45.4% | +15.0% | -27.3% |
| 1Y | -36.6% | -42.6% | +6.1% | -34.1% |
| 3Y | +406.9% | +45.4% | +361.5% | +353.2% |
| All | +406.9% | +46.3% | +360.6% | +353.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling