-21.9%
INSM vs MDY
+942.0%
-963.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +29.8% |
| 6M | -10.0% | +8.5% | -18.6% | -16.0% |
| YTD | -26.0% | +13.2% | -39.2% | -33.6% |
| 1Y | -12.5% | +15.0% | -27.5% | -22.9% |
| 3Y | +390.5% | +49.6% | +340.9% | +239.0% |
| 5Y | +357.7% | +46.0% | +311.7% | +226.7% |
| 10Y | +877.2% | +176.4% | +700.9% | +344.0% |
| All | -21.9% | +942.0% | -963.9% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling