+616.0%
PEP vs INSM
-24.5%
+640.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.2% |
| 7D | +1.1% | +9.8% | -8.7% | +0.9% |
| 30D | +13.6% | +22.5% | -8.9% | +13.2% |
| 3M | +5.1% | -8.9% | +14.0% | +5.2% |
| 6M | -1.6% | +16.2% | -17.8% | -2.1% |
| YTD | +3.3% | -30.6% | +34.0% | +3.7% |
| 1Y | +3.2% | -37.7% | +40.9% | +3.8% |
| 3Y | -3.9% | +408.4% | -412.3% | -8.3% |
| 5Y | +4.0% | +279.6% | -275.5% | -0.6% |
| 10Y | +90.1% | +735.6% | -645.5% | +75.2% |
| All | +616.0% | -24.5% | +640.6% | +500.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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