+406.9%
INSM vs PTC
+29.1%
+377.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +5.9% | +0.5% | +5.4% | +5.9% |
| 30D | +23.9% | +1.2% | +22.7% | +23.9% |
| 3M | -4.1% | +27.4% | -31.5% | -2.7% |
| 6M | +2.7% | +39.2% | -36.5% | +3.9% |
| YTD | -30.4% | +12.5% | -42.9% | -27.4% |
| 1Y | -36.6% | +12.3% | -48.8% | -33.9% |
| 3Y | +406.9% | +28.8% | +378.1% | +318.4% |
| All | +406.9% | +29.1% | +377.8% | +318.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling