-11.4%
INSM vs MKC
-23.4%
+12.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.4% |
| 7D | +6.5% | -5.9% | +12.4% | +5.7% |
| 30D | +27.5% | -0.9% | +28.4% | +27.5% |
| 3M | +20.4% | +12.7% | +7.6% | +21.8% |
| 6M | -15.7% | -19.3% | +3.6% | -14.9% |
| YTD | -27.4% | -22.2% | -5.3% | -26.8% |
| 1Y | -11.4% | -23.3% | +11.9% | -9.5% |
| All | -11.4% | -23.4% | +12.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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