-11.4%
INSM vs MCO
+0.4%
-11.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.6% |
| 7D | +6.5% | -4.2% | +10.7% | +5.9% |
| 30D | +27.5% | +2.2% | +25.3% | +28.1% |
| 3M | +20.4% | +10.1% | +10.3% | +20.6% |
| 6M | -15.7% | +5.3% | -21.0% | -15.4% |
| YTD | -27.4% | -2.7% | -24.7% | -27.1% |
| 1Y | -11.4% | -0.4% | -11.0% | -12.2% |
| All | -11.4% | +0.4% | -11.8% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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