-36.6%
INSM vs PTC
+10.7%
-47.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +5.9% | +0.5% | +5.4% | +6.0% |
| 30D | +23.9% | +1.2% | +22.7% | +24.1% |
| 3M | -4.1% | +27.4% | -31.5% | +1.1% |
| 6M | +2.7% | +39.2% | -36.5% | +8.1% |
| YTD | -30.4% | +12.5% | -42.9% | -26.6% |
| 1Y | -36.6% | +12.3% | -48.8% | -33.0% |
| All | -36.6% | +10.7% | -47.3% | -33.0% |
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