-23.5%
INSM vs PEGA
+2,492.5%
-2,516.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.2% |
| 7D | +6.5% | +3.3% | +3.2% | +6.0% |
| 30D | +27.5% | +17.7% | +9.8% | +24.0% |
| 3M | +20.4% | +5.8% | +14.6% | +18.4% |
| 6M | -15.7% | -20.3% | +4.5% | -13.8% |
| YTD | -27.4% | -37.1% | +9.7% | -23.3% |
| 1Y | -11.4% | -30.2% | +18.8% | -8.6% |
| 3Y | +457.8% | +48.1% | +409.7% | +389.3% |
| 5Y | +343.0% | -46.8% | +389.8% | +345.0% |
| 10Y | +848.1% | +191.3% | +656.8% | +667.7% |
| All | -23.5% | +2,492.5% | -2,516.0% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling