-10.0%
INSM vs MDY
+10.5%
-20.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +4.0% |
| 7D | +1.7% | -0.8% | +2.5% | +2.3% |
| 30D | -4.4% | -3.9% | -0.5% | -1.2% |
| 3M | +30.0% | 0.0% | +30.1% | +27.5% |
| 6M | -10.0% | +8.5% | -18.6% | -17.6% |
| All | -10.0% | +10.5% | -20.6% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 6mo: compounded portfolio wealth divided by compounded MDY 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…
6mo analysis · Full analysis span regression · 6 months rolling