+627.9%
INSM vs PENG
+762.7%
-134.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -1.5% |
| 7D | +6.5% | +4.5% | +2.0% | +5.6% |
| 30D | +27.5% | -7.1% | +34.6% | +28.7% |
| 3M | +20.4% | -27.3% | +47.6% | +24.0% |
| 6M | -15.7% | +169.6% | -185.3% | -35.3% |
| YTD | -27.4% | +164.6% | -192.1% | -44.6% |
| 1Y | -11.4% | +109.5% | -120.9% | -29.6% |
| 3Y | +457.8% | +98.9% | +358.9% | +303.7% |
| 5Y | +343.0% | +116.3% | +226.7% | +202.3% |
| All | +627.9% | +762.7% | -134.8% | +276.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling