+406.9%
INSM vs PENG
+209.7%
+197.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.1% | +3.0% |
| 7D | +5.9% | +13.2% | -7.3% | +4.8% |
| 30D | +23.9% | -29.9% | +53.8% | +26.4% |
| 3M | -4.1% | -22.2% | +18.1% | -3.7% |
| 6M | +2.7% | -1.9% | +4.6% | -0.5% |
| YTD | -30.4% | +142.1% | -172.5% | -40.2% |
| 1Y | -36.6% | +151.5% | -188.1% | -46.0% |
| 3Y | +406.9% | +206.9% | +200.0% | +263.1% |
| All | +406.9% | +209.7% | +197.2% | +263.1% |
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