+348.8%
INSM vs PENG
+115.2%
+233.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -1.2% |
| 7D | +6.5% | +4.5% | +2.0% | +5.8% |
| 30D | +27.5% | -7.1% | +34.6% | +28.4% |
| 3M | +20.4% | -27.3% | +47.6% | +23.3% |
| 6M | -15.7% | +169.6% | -185.3% | -31.8% |
| YTD | -27.4% | +164.6% | -192.1% | -41.5% |
| 1Y | -11.4% | +109.5% | -120.9% | -26.1% |
| 3Y | +457.8% | +98.9% | +358.9% | +329.8% |
| All | +348.8% | +115.2% | +233.6% | +271.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling