+379.9%
INSM vs PENG
+184.4%
+195.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +12.4% | -7.2% | +4.3% |
| 7D | +1.6% | -19.4% | +21.1% | +2.8% |
| 30D | +12.5% | -42.4% | +54.8% | +16.5% |
| 3M | -13.7% | -25.6% | +12.0% | -13.1% |
| 6M | -16.5% | +7.3% | -23.8% | -20.3% |
| YTD | -34.3% | +113.9% | -148.1% | -43.0% |
| 1Y | -38.4% | +93.6% | -132.0% | -45.9% |
| 3Y | +379.9% | +170.2% | +209.7% | +240.8% |
| All | +379.9% | +184.4% | +195.5% | +240.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling