-39.8%
INSM vs PTC
+0.1%
-39.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +5.4% |
| 7D | +13.4% | +0.1% | +13.3% | +13.4% |
| 30D | +5.9% | +1.5% | +4.4% | +6.2% |
| 3M | +11.4% | +37.8% | -26.4% | +17.2% |
| 6M | -21.4% | +41.2% | -62.7% | -15.9% |
| YTD | -36.8% | +12.0% | -48.8% | -32.3% |
| 1Y | -39.8% | +1.6% | -41.5% | -35.0% |
| All | -39.8% | +0.1% | -39.9% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling