-39.8%
INSM vs MKC
-18.2%
-21.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.4% | -0.1% | +5.6% |
| 7D | +13.4% | +9.6% | +3.8% | +14.2% |
| 30D | +5.9% | +12.0% | -6.1% | +7.0% |
| 3M | +11.4% | -2.0% | +13.4% | +10.3% |
| 6M | -21.4% | +7.2% | -28.6% | -21.1% |
| YTD | -36.8% | -23.7% | -13.1% | -37.7% |
| 1Y | -39.8% | -18.3% | -21.5% | -40.5% |
| All | -39.8% | -18.2% | -21.6% | -40.5% |
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