+684.3%
INSM vs MKTX
+1,442.6%
-758.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | -2.2% | +0.7% | -2.9% | -2.3% |
| 3M | +33.8% | +40.8% | -7.0% | +26.3% |
| 6M | -7.2% | -8.0% | +0.8% | -6.9% |
| YTD | -25.6% | -8.7% | -16.9% | -25.4% |
| 1Y | -11.2% | -11.8% | +0.6% | -10.7% |
| 3Y | +388.3% | -24.0% | +412.4% | +392.1% |
| 5Y | +376.6% | -60.3% | +437.0% | +428.4% |
| 10Y | +881.9% | +5.0% | +876.9% | +825.1% |
| All | +684.3% | +1,442.6% | -758.3% | +370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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