+619.8%
INSM vs PENG
+755.0%
-135.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | +2.8% | +7.8% | -5.0% | +1.3% |
| 30D | -4.7% | -12.2% | +7.5% | -2.8% |
| 3M | +32.6% | -20.6% | +53.2% | +34.3% |
| 6M | -10.9% | +180.9% | -191.8% | -32.2% |
| YTD | -28.2% | +162.3% | -190.5% | -45.1% |
| 1Y | -14.9% | +107.3% | -122.1% | -32.2% |
| 3Y | +375.6% | +110.8% | +264.8% | +239.3% |
| 5Y | +349.1% | +117.8% | +231.2% | +206.0% |
| All | +619.8% | +755.0% | -135.2% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling