+833.7%
INSM vs PTC
+205.0%
+628.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.9% |
| 7D | +2.5% | -7.3% | +9.7% | +6.0% |
| 30D | -2.2% | -11.6% | +9.5% | +2.9% |
| 3M | +33.8% | +10.5% | +23.3% | +26.1% |
| 6M | -7.2% | -17.8% | +10.6% | -1.4% |
| YTD | -25.6% | -24.9% | -0.7% | -17.8% |
| 1Y | -11.2% | -36.8% | +25.6% | +6.9% |
| 3Y | +388.3% | -8.7% | +397.1% | +352.7% |
| 5Y | +376.6% | +4.1% | +372.5% | +296.0% |
| All | +833.7% | +205.0% | +628.7% | +243.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling