+367.9%
INSM vs PPG
-24.1%
+391.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.6% |
| 7D | +2.5% | -6.2% | +8.7% | +4.3% |
| 30D | -2.2% | -7.9% | +5.8% | +0.1% |
| 3M | +33.8% | -10.2% | +44.0% | +37.1% |
| 6M | -7.2% | +2.7% | -9.8% | -8.9% |
| YTD | -25.6% | +4.9% | -30.5% | -27.9% |
| 1Y | -11.2% | -3.2% | -8.0% | -11.8% |
| 3Y | +388.3% | -17.0% | +405.3% | +403.3% |
| All | +367.9% | -24.1% | +391.9% | +355.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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