+388.3%
INSM vs MCO
+42.6%
+345.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.5% |
| 7D | +2.5% | -3.8% | +6.2% | +3.0% |
| 30D | -2.2% | -0.4% | -1.8% | -2.2% |
| 3M | +33.8% | +7.7% | +26.1% | +30.9% |
| 6M | -7.2% | +7.0% | -14.2% | -9.4% |
| YTD | -25.6% | -6.4% | -19.2% | -25.1% |
| 1Y | -11.2% | -7.6% | -3.6% | -10.4% |
| 3Y | +388.3% | +43.2% | +345.1% | +321.7% |
| All | +388.3% | +42.6% | +345.7% | +321.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling