+367.9%
INSM vs PEGA
-45.0%
+412.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.5% |
| 7D | +2.5% | -3.0% | +5.5% | +2.9% |
| 30D | -2.2% | +15.9% | -18.1% | -4.3% |
| 3M | +33.8% | +10.8% | +22.9% | +30.9% |
| 6M | -7.2% | -16.5% | +9.3% | -5.4% |
| YTD | -25.6% | -39.0% | +13.4% | -20.7% |
| 1Y | -11.2% | -37.3% | +26.0% | -6.3% |
| 3Y | +388.3% | +59.2% | +329.2% | +305.6% |
| All | +367.9% | -45.0% | +412.8% | +393.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling