-21.6%
INSM vs MKC
+990.0%
-1,011.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.5% |
| 7D | +2.5% | -1.5% | +3.9% | +2.9% |
| 30D | -2.2% | -3.1% | +0.9% | -1.4% |
| 3M | +33.8% | +5.2% | +28.6% | +30.8% |
| 6M | -7.2% | -12.8% | +5.7% | -4.3% |
| YTD | -25.6% | -23.3% | -2.4% | -20.5% |
| 1Y | -11.2% | -24.1% | +12.9% | -5.1% |
| 3Y | +388.3% | -32.1% | +420.4% | +432.2% |
| 5Y | +376.6% | -32.8% | +409.4% | +409.6% |
| 10Y | +881.9% | +29.9% | +852.0% | +692.1% |
| All | -21.6% | +990.0% | -1,011.6% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling