-22.9%
INSM vs PPG
+699.0%
-721.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.3% |
| 7D | +0.5% | -5.1% | +5.6% | +2.8% |
| 30D | -4.0% | -9.6% | +5.6% | +0.3% |
| 3M | +38.5% | -6.4% | +45.0% | +41.3% |
| 6M | -11.5% | +0.5% | -12.0% | -13.0% |
| YTD | -26.9% | +4.4% | -31.3% | -29.8% |
| 1Y | -12.8% | -0.9% | -11.9% | -14.7% |
| 3Y | +384.7% | -17.0% | +401.6% | +402.2% |
| 5Y | +368.8% | -23.7% | +392.5% | +391.7% |
| 10Y | +865.7% | +25.9% | +839.8% | +689.6% |
| All | -22.9% | +699.0% | -721.8% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling