+386.0%
INSM vs PEGA
+49.1%
+336.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.3% |
| 7D | +1.7% | -6.1% | +7.8% | +2.1% |
| 30D | -4.4% | +6.4% | -10.8% | -4.8% |
| 3M | +30.0% | +2.9% | +27.1% | +29.6% |
| 6M | -10.0% | -23.8% | +13.8% | -8.0% |
| YTD | -26.0% | -41.1% | +15.1% | -22.8% |
| 1Y | -12.5% | -38.2% | +25.7% | -9.4% |
| All | +386.0% | +49.1% | +336.9% | +317.0% |
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